+113.9%
SOXX vs NVMI
+53.9%
+60.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | -0.1% |
| 7D | +2.2% | +6.6% | -4.4% | -2.1% |
| 30D | -2.0% | -7.5% | +5.5% | +2.8% |
| 3M | -13.7% | -28.5% | +14.8% | +7.5% |
| 6M | +52.4% | -15.7% | +68.1% | +70.9% |
| YTD | +72.8% | +13.3% | +59.5% | +63.2% |
| 1Y | +113.9% | +48.3% | +65.6% | +86.5% |
| All | +113.9% | +53.9% | +60.0% | +86.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling