+7.5%
SMR vs NVMI
+255.1%
-247.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.8% |
| 7D | +13.1% | +6.9% | +6.1% | +9.0% |
| 30D | +17.8% | -2.8% | +20.6% | +19.6% |
| 3M | +8.1% | -27.3% | +35.4% | +27.6% |
| 6M | -11.1% | -13.7% | +2.6% | -4.1% |
| YTD | -23.7% | +13.8% | -37.6% | -27.6% |
| 1Y | -69.4% | +34.9% | -104.3% | -72.4% |
| 3Y | +82.6% | +213.5% | -130.9% | +32.4% |
| All | +7.5% | +255.1% | -247.6% | -25.0% |
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 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