+4,789.7%
SITM vs NVMI
+929.7%
+3,860.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +4.0% | +4.1% |
| 7D | +3.9% | -0.1% | +3.9% | +3.9% |
| 30D | -6.6% | -8.4% | +1.8% | +1.4% |
| 3M | -11.9% | -33.6% | +21.7% | +25.8% |
| 6M | +81.1% | -14.7% | +95.8% | +102.1% |
| YTD | +80.0% | +13.2% | +66.8% | +50.0% |
| 1Y | +145.8% | +29.0% | +116.8% | +76.7% |
| 3Y | +475.9% | +215.0% | +260.9% | +42.2% |
| 5Y | +189.2% | +268.6% | -79.4% | -36.9% |
| All | +4,789.7% | +929.7% | +3,860.0% | +357.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling