+436.4%
SM vs NVMI
+1,976.9%
-1,540.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.7% |
| 7D | -0.2% | +6.9% | -7.2% | -1.0% |
| 30D | +20.3% | -2.8% | +23.1% | +20.5% |
| 3M | +22.9% | -27.3% | +50.3% | +26.1% |
| 6M | +47.8% | -13.7% | +61.5% | +47.5% |
| YTD | +107.5% | +13.8% | +93.6% | +99.9% |
| 1Y | +51.7% | +34.9% | +16.9% | +42.8% |
| 3Y | -0.9% | +213.5% | -214.4% | -16.6% |
| 5Y | +112.2% | +272.5% | -160.2% | +74.5% |
| 10Y | +20.3% | +3,142.4% | -3,122.1% | -14.0% |
| All | +436.4% | +1,976.9% | -1,540.5% | +271.5% |
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