+46.0%
SM vs NVMI
+32.8%
+13.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | 0.0% |
| 7D | +4.6% | -0.1% | +4.6% | +4.5% |
| 30D | +18.2% | -8.4% | +26.6% | +17.2% |
| 3M | +22.5% | -33.6% | +56.1% | +18.6% |
| 6M | +50.6% | -14.7% | +65.2% | +47.6% |
| YTD | +108.1% | +13.2% | +94.9% | +103.6% |
| 1Y | +46.0% | +29.0% | +17.0% | +45.4% |
| All | +46.0% | +32.8% | +13.2% | +45.4% |
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