+42.0%
SOFI vs NVMI
+425.2%
-383.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | -0.2% |
| 7D | -4.9% | -0.1% | -4.9% | -4.9% |
| 30D | -3.5% | -8.4% | +4.9% | +1.0% |
| 3M | +3.9% | -33.6% | +37.5% | +25.7% |
| 6M | -6.5% | -14.7% | +8.1% | -4.8% |
| YTD | -33.8% | +13.2% | -47.1% | -43.9% |
| 1Y | -33.3% | +29.0% | -62.3% | -48.0% |
| 3Y | +94.6% | +215.0% | -120.4% | -27.0% |
| 5Y | +13.3% | +268.6% | -255.3% | -63.2% |
| All | +42.0% | +425.2% | -383.2% | -70.1% |
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