+1,942.2%
SO vs NVMI
+1,995.1%
-52.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | +1.0% | +11.7% | -10.7% | +0.9% |
| 30D | -3.2% | -4.0% | +0.8% | -3.2% |
| 3M | -1.7% | -25.8% | +24.1% | -1.5% |
| 6M | -7.2% | -8.3% | +1.1% | -7.2% |
| YTD | +4.6% | +14.8% | -10.3% | +4.2% |
| 1Y | +1.2% | +37.9% | -36.7% | +0.6% |
| 3Y | +45.3% | +216.3% | -171.0% | +42.0% |
| 5Y | +58.7% | +277.2% | -218.5% | +54.2% |
| 10Y | +155.9% | +3,074.3% | -2,918.5% | +142.1% |
| All | +1,942.2% | +1,995.1% | -52.9% | +1,664.6% |
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