-41.8%
SIRI vs NVMI
+261.9%
-303.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.7% |
| 7D | +0.6% | -0.1% | +0.6% | +0.6% |
| 30D | +2.5% | -8.4% | +10.9% | +3.8% |
| 3M | +6.6% | -33.6% | +40.2% | +12.6% |
| 6M | +32.9% | -14.7% | +47.6% | +33.0% |
| YTD | +50.5% | +13.2% | +37.2% | +41.4% |
| 1Y | +28.0% | +29.0% | -1.0% | +16.3% |
| 3Y | -22.4% | +215.0% | -237.4% | -41.1% |
| All | -41.8% | +261.9% | -303.7% | -57.2% |
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