+164.4%
SLB vs NVMI
+1,967.2%
-1,802.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -0.3% |
| 7D | +0.8% | +6.6% | -5.8% | +0.2% |
| 30D | +15.8% | -7.5% | +23.4% | +16.5% |
| 3M | -0.3% | -28.5% | +28.1% | +2.3% |
| 6M | +21.3% | -15.7% | +37.1% | +22.3% |
| YTD | +52.3% | +13.3% | +39.0% | +49.1% |
| 1Y | +63.6% | +48.3% | +15.3% | +55.8% |
| 3Y | +3.8% | +191.2% | -187.5% | -8.7% |
| 5Y | +128.6% | +268.7% | -140.0% | +95.1% |
| 10Y | -3.1% | +3,034.8% | -3,037.9% | -29.0% |
| All | +164.4% | +1,967.2% | -1,802.9% | +70.3% |
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