+69.5%
SITM vs NVMI
-15.5%
+85.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +3.7% |
| 7D | +4.8% | +3.8% | +1.1% | +1.9% |
| 30D | -9.7% | -7.6% | -2.2% | -3.8% |
| 3M | -9.3% | -28.0% | +18.7% | +16.0% |
| 6M | +69.5% | -15.3% | +84.8% | +75.6% |
| All | +69.5% | -15.5% | +85.0% | +75.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling