+133.6%
SPG vs NVMI
+183.9%
-50.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | 0.0% |
| 7D | +2.0% | +1.5% | +0.5% | +1.9% |
| 30D | +17.2% | -4.1% | +21.3% | +17.4% |
| 3M | +6.3% | -22.8% | +29.1% | +8.2% |
| 6M | +18.7% | -36.9% | +55.6% | +22.0% |
| YTD | +30.1% | -3.2% | +33.3% | +26.4% |
| 1Y | +32.8% | +7.1% | +25.7% | +27.1% |
| 3Y | +133.6% | +181.5% | -47.9% | +72.7% |
| All | +133.6% | +183.9% | -50.3% | +72.7% |
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