-14.4%
SMR vs NVMI
+253.1%
-267.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.6% | -17.3% | -16.5% |
| 7D | -11.2% | -0.1% | -11.2% | -11.2% |
| 30D | -10.2% | -8.4% | -1.8% | -6.0% |
| 3M | -10.0% | -33.6% | +23.5% | +11.4% |
| 6M | -30.5% | -14.7% | -15.8% | -24.6% |
| YTD | -39.2% | +13.2% | -52.5% | -42.3% |
| 1Y | -75.5% | +29.0% | -104.5% | -77.5% |
| 3Y | +45.4% | +215.0% | -169.5% | +5.5% |
| All | -14.4% | +253.1% | -267.5% | -40.2% |
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