+185.2%
SITM vs NVMI
+261.9%
-76.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +4.0% | +4.2% |
| 7D | +3.9% | -0.1% | +3.9% | +3.9% |
| 30D | -6.6% | -8.4% | +1.8% | +1.0% |
| 3M | -11.9% | -33.6% | +21.7% | +24.1% |
| 6M | +81.1% | -14.7% | +95.8% | +101.7% |
| YTD | +80.0% | +13.2% | +66.8% | +51.7% |
| 1Y | +145.8% | +29.0% | +116.8% | +79.6% |
| 3Y | +475.9% | +215.0% | +260.9% | +42.6% |
| All | +185.2% | +261.9% | -76.7% | -36.7% |
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