+7,788.2%
SHOP vs NVMI
+3,042.6%
+4,745.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.3% | -8.9% | -8.3% |
| 7D | -4.1% | +11.7% | -15.8% | -9.8% |
| 30D | -11.5% | -4.0% | -7.5% | -10.2% |
| 3M | +21.1% | -25.8% | +46.8% | +34.2% |
| 6M | +3.0% | -8.3% | +11.3% | -4.1% |
| YTD | -16.7% | +14.8% | -31.5% | -33.6% |
| 1Y | -8.3% | +37.9% | -46.2% | -35.4% |
| 3Y | +112.8% | +216.3% | -103.4% | -22.4% |
| 5Y | -9.3% | +277.2% | -286.4% | -69.5% |
| 10Y | +3,003.4% | +3,074.3% | -70.9% | +226.3% |
| All | +7,788.2% | +3,042.6% | +4,745.7% | +844.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling