+368.8%
SNXX vs NVMI
-21.8%
+390.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.6% | -10.6% |
| 7D | -12.0% | -0.1% | -12.0% | -12.1% |
| 30D | +37.9% | -8.4% | +46.3% | +72.3% |
| 3M | -52.7% | -33.6% | -19.1% | +46.4% |
| 6M | +194.8% | -14.7% | +209.5% | +524.3% |
| All | +368.8% | -21.8% | +390.6% | +966.7% |
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