+71.6%
SM vs NVMI
-11.6%
+83.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -2.4% | -12.9% | -15.6% |
| 7D | -21.5% | -11.8% | -9.7% | -23.0% |
| 30D | -11.4% | -24.8% | +13.4% | -15.1% |
| 3M | +0.6% | -28.6% | +29.2% | -3.9% |
| 6M | +0.2% | -40.0% | +40.3% | -5.1% |
| YTD | +69.7% | -10.1% | +79.7% | +70.9% |
| 1Y | +71.6% | -9.8% | +81.3% | +74.8% |
| All | +71.6% | -11.6% | +83.1% | +74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling