+29.6%
SNOW vs NVMI
+653.3%
-623.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.8% |
| 7D | -2.4% | -0.1% | -2.4% | -2.4% |
| 30D | -1.0% | -8.4% | +7.4% | +2.0% |
| 3M | +36.9% | -33.6% | +70.4% | +56.1% |
| 6M | +83.4% | -14.7% | +98.0% | +77.3% |
| YTD | +50.0% | +13.2% | +36.8% | +23.8% |
| 1Y | +46.5% | +29.0% | +17.5% | +11.6% |
| 3Y | +93.3% | +215.0% | -121.7% | -27.5% |
| 5Y | +3.3% | +268.6% | -265.3% | -65.8% |
| All | +29.6% | +653.3% | -623.7% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling