+447.8%
SN vs NVMI
+156.9%
+290.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.8% | +3.6% |
| 7D | +1.5% | +1.5% | 0.0% | +1.1% |
| 30D | +21.5% | -4.1% | +25.6% | +22.3% |
| 3M | +20.0% | -22.8% | +42.8% | +27.5% |
| 6M | +119.9% | -36.9% | +156.8% | +141.8% |
| YTD | +102.3% | -3.2% | +105.5% | +90.6% |
| 1Y | +148.0% | +7.1% | +140.9% | +125.3% |
| 3Y | +450.0% | +181.5% | +268.5% | +260.5% |
| All | +447.8% | +156.9% | +290.9% | +262.5% |
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 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