+2,550.6%
SOXX vs NVMI
+7,503.5%
-4,952.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -3.6% | -8.4% | +4.8% | -1.8% |
| 3M | -10.2% | -33.6% | +23.4% | -1.7% |
| 6M | +54.2% | -14.7% | +68.9% | +60.7% |
| YTD | +75.2% | +13.2% | +62.0% | +72.4% |
| 1Y | +107.5% | +29.0% | +78.5% | +99.2% |
| 3Y | +226.8% | +215.0% | +11.8% | +164.8% |
| 5Y | +251.2% | +268.6% | -17.3% | +179.3% |
| 10Y | +1,567.6% | +3,124.7% | -1,557.1% | +919.9% |
| All | +2,550.6% | +7,503.5% | -4,952.9% | +1,378.4% |
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