+1,685.1%
SNPS vs NVMI
+1,967.2%
-282.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.5% | -10.9% | -6.2% |
| 7D | -11.0% | +6.6% | -17.6% | -11.9% |
| 30D | -1.7% | -7.5% | +5.8% | -0.8% |
| 3M | -20.4% | -28.5% | +8.1% | -17.2% |
| 6M | -8.6% | -15.7% | +7.1% | -7.4% |
| YTD | -16.2% | +13.3% | -29.5% | -18.5% |
| 1Y | -34.6% | +48.3% | -82.9% | -38.7% |
| 3Y | -14.5% | +191.2% | -205.7% | -26.9% |
| 5Y | +17.0% | +268.7% | -251.7% | -2.7% |
| 10Y | +560.0% | +3,034.8% | -2,474.8% | +355.5% |
| All | +1,685.1% | +1,967.2% | -282.1% | +969.0% |
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