+94.6%
SOFI vs NVMI
+207.9%
-113.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | 0.0% |
| 7D | -4.9% | -0.1% | -4.9% | -4.9% |
| 30D | -3.5% | -8.4% | +4.9% | 0.0% |
| 3M | +3.9% | -33.6% | +37.5% | +20.4% |
| 6M | -6.5% | -14.7% | +8.1% | -5.1% |
| YTD | -33.8% | +13.2% | -47.1% | -41.8% |
| 1Y | -33.3% | +29.0% | -62.3% | -44.8% |
| 3Y | +94.6% | +215.0% | -120.4% | -2.5% |
| All | +94.6% | +207.9% | -113.3% | -2.5% |
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