-14.7%
SHOP vs NVMI
+263.1%
-277.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.9% |
| 7D | -13.2% | +3.8% | -17.0% | -15.0% |
| 30D | -17.0% | -7.6% | -9.5% | -14.1% |
| 3M | +17.0% | -28.0% | +45.0% | +31.5% |
| 6M | -2.1% | -15.3% | +13.2% | -5.7% |
| YTD | -21.4% | +11.5% | -32.8% | -38.1% |
| 1Y | -11.0% | +31.6% | -42.6% | -38.2% |
| 3Y | +100.9% | +207.0% | -106.0% | -41.9% |
| 5Y | -14.7% | +262.8% | -277.5% | -77.1% |
| All | -14.7% | +263.1% | -277.8% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling