+3,022.4%
SPG vs NVMI
+1,967.2%
+1,055.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.5% |
| 7D | -2.4% | +6.6% | -9.0% | -3.0% |
| 30D | -6.8% | -7.5% | +0.7% | -6.3% |
| 3M | +2.7% | -28.5% | +31.2% | +5.2% |
| 6M | +5.5% | -15.7% | +21.2% | +6.0% |
| YTD | +15.7% | +13.3% | +2.4% | +12.7% |
| 1Y | +20.9% | +48.3% | -27.4% | +14.2% |
| 3Y | +112.4% | +191.2% | -78.9% | +84.4% |
| 5Y | +101.4% | +268.7% | -167.3% | +69.6% |
| 10Y | +60.6% | +3,034.8% | -2,974.2% | +13.6% |
| All | +3,022.4% | +1,967.2% | +1,055.2% | +1,713.1% |
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