+106.5%
SPG vs NVMI
+209.6%
-103.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.4% |
| 7D | -1.7% | +6.9% | -8.6% | -2.2% |
| 30D | -6.3% | -2.8% | -3.4% | -6.1% |
| 3M | -2.4% | -27.3% | +24.9% | -0.2% |
| 6M | +9.6% | -13.7% | +23.3% | +9.4% |
| YTD | +14.2% | +13.8% | +0.4% | +9.6% |
| 1Y | +19.3% | +34.9% | -15.6% | +11.1% |
| All | +106.5% | +209.6% | -103.1% | +48.5% |
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 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