+309.7%
SN vs NVMI
+202.2%
+107.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.1% |
| 7D | -3.4% | +6.9% | -10.3% | -5.3% |
| 30D | -9.1% | -2.8% | -6.2% | -8.5% |
| 3M | +31.8% | -27.3% | +59.1% | +41.9% |
| 6M | +52.0% | -13.7% | +65.7% | +53.3% |
| YTD | +51.3% | +13.8% | +37.5% | +37.7% |
| 1Y | +46.9% | +34.9% | +12.0% | +24.4% |
| 3Y | +394.9% | +213.5% | +181.4% | +213.1% |
| All | +309.7% | +202.2% | +107.5% | +161.9% |
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