+282.6%
SPGI vs NVMI
+3,108.0%
-2,825.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.5% |
| 7D | -8.9% | +3.8% | -12.7% | -9.6% |
| 30D | +0.6% | -7.6% | +8.2% | +1.9% |
| 3M | +2.0% | -28.0% | +30.0% | +6.6% |
| 6M | +0.1% | -15.3% | +15.4% | -0.5% |
| YTD | -16.4% | +11.5% | -27.9% | -22.8% |
| 1Y | -18.9% | +31.6% | -50.5% | -29.0% |
| 3Y | +13.8% | +207.0% | -193.2% | -27.7% |
| 5Y | +0.5% | +262.8% | -262.3% | -41.8% |
| All | +282.6% | +3,108.0% | -2,825.4% | +26.8% |
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