-75.5%
SMR vs NVMI
+32.8%
-108.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.6% | -17.3% | -17.1% |
| 7D | -11.2% | -0.1% | -11.2% | -11.2% |
| 30D | -10.2% | -8.4% | -1.8% | -3.4% |
| 3M | -10.0% | -33.6% | +23.5% | +26.5% |
| 6M | -30.5% | -14.7% | -15.8% | -28.4% |
| YTD | -39.2% | +13.2% | -52.5% | -58.8% |
| 1Y | -75.5% | +29.0% | -104.5% | -84.8% |
| All | -75.5% | +32.8% | -108.3% | -84.8% |
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