+54.1%
SO vs NVMI
+183.9%
-129.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.0% |
| 7D | +1.4% | +1.5% | -0.1% | +1.5% |
| 30D | +4.7% | -4.1% | +8.8% | +4.6% |
| 3M | +1.7% | -22.8% | +24.5% | +0.3% |
| 6M | +2.2% | -36.9% | +39.0% | -0.1% |
| YTD | +10.0% | -3.2% | +13.2% | +11.3% |
| 1Y | +6.0% | +7.1% | -1.0% | +8.2% |
| 3Y | +54.1% | +181.5% | -127.4% | +66.5% |
| All | +54.1% | +183.9% | -129.8% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling