+1,537.1%
SOXX vs NVMI
+3,158.6%
-1,621.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.9% |
| 7D | +1.4% | -0.1% | +1.5% | +1.5% |
| 30D | -3.6% | -8.4% | +4.8% | +1.4% |
| 3M | -10.2% | -33.6% | +23.4% | +14.3% |
| 6M | +54.2% | -14.7% | +68.9% | +68.7% |
| YTD | +75.2% | +13.2% | +62.0% | +61.1% |
| 1Y | +107.5% | +29.0% | +78.5% | +75.8% |
| 3Y | +226.8% | +215.0% | +11.8% | +49.4% |
| 5Y | +251.2% | +268.6% | -17.3% | +43.7% |
| All | +1,537.1% | +3,158.6% | -1,621.5% | +211.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling