-18.9%
SPGI vs NVMI
+32.0%
-51.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -2.1% |
| 7D | -8.9% | +3.8% | -12.7% | -8.5% |
| 30D | +0.6% | -7.6% | +8.2% | -0.1% |
| 3M | +2.0% | -28.0% | +30.0% | -1.1% |
| 6M | +0.1% | -15.3% | +15.4% | -2.2% |
| YTD | -16.4% | +11.5% | -27.9% | -16.8% |
| 1Y | -18.9% | +31.6% | -50.5% | -15.9% |
| All | -18.9% | +32.0% | -51.0% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling