+2,047.7%
SO vs NVMI
+1,665.9%
+381.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.2% |
| 7D | +1.4% | +1.5% | -0.1% | +1.3% |
| 30D | +4.7% | -4.1% | +8.8% | +4.7% |
| 3M | +1.7% | -22.8% | +24.5% | +1.9% |
| 6M | +2.2% | -36.9% | +39.0% | +2.5% |
| YTD | +10.0% | -3.2% | +13.2% | +9.7% |
| 1Y | +6.0% | +7.1% | -1.0% | +5.7% |
| 3Y | +54.1% | +181.5% | -127.4% | +50.7% |
| 5Y | +79.6% | +141.2% | -61.6% | +75.5% |
| 10Y | +195.5% | +2,463.4% | -2,267.9% | +180.1% |
| All | +2,047.7% | +1,665.9% | +381.8% | +1,758.4% |
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