+113.0%
SM vs NVMI
+263.1%
-150.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | +2.1% | +3.8% | -1.6% | +1.3% |
| 30D | +18.1% | -7.6% | +25.7% | +19.8% |
| 3M | +17.0% | -28.0% | +45.0% | +23.0% |
| 6M | +55.4% | -15.3% | +70.7% | +53.0% |
| YTD | +108.6% | +11.5% | +97.1% | +87.4% |
| 1Y | +45.7% | +31.6% | +14.1% | +22.4% |
| 3Y | -0.3% | +207.0% | -207.3% | -44.4% |
| 5Y | +113.0% | +262.8% | -149.8% | +14.0% |
| All | +113.0% | +263.1% | -150.0% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling