+4,532.8%
SITM vs NVMI
+913.7%
+3,619.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +4.0% |
| 7D | +4.8% | +3.8% | +1.1% | +1.4% |
| 30D | -9.7% | -7.6% | -2.2% | -2.9% |
| 3M | -9.3% | -28.0% | +18.7% | +20.3% |
| 6M | +69.5% | -15.3% | +84.8% | +90.2% |
| YTD | +70.5% | +11.5% | +59.1% | +44.1% |
| 1Y | +145.3% | +31.6% | +113.7% | +72.9% |
| 3Y | +432.8% | +207.0% | +225.8% | +34.8% |
| 5Y | +174.0% | +262.8% | -88.8% | -39.4% |
| All | +4,532.8% | +913.7% | +3,619.2% | +339.6% |
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 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