+9.9%
SNY vs NVMI
+261.9%
-251.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -2.2% | -8.4% | +6.2% | -2.0% |
| 3M | -3.0% | -33.6% | +30.5% | -2.1% |
| 6M | +2.7% | -14.7% | +17.4% | +2.6% |
| YTD | -6.8% | +13.2% | -20.1% | -8.0% |
| 1Y | -5.3% | +29.0% | -34.3% | -7.1% |
| 3Y | -9.8% | +215.0% | -224.8% | -17.8% |
| All | +9.9% | +261.9% | -251.9% | -0.8% |
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 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