+2.2%
SPGI vs NVMI
+274.3%
-272.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -3.1% | +6.9% | -10.0% | -3.8% |
| 30D | +2.0% | -2.8% | +4.9% | +2.2% |
| 3M | +4.3% | -27.3% | +31.7% | +7.1% |
| 6M | -0.2% | -13.7% | +13.4% | -1.3% |
| YTD | -14.8% | +13.8% | -28.6% | -20.2% |
| 1Y | -18.5% | +34.9% | -53.4% | -26.8% |
| 3Y | +16.0% | +213.5% | -197.6% | -22.0% |
| 5Y | +2.2% | +272.5% | -270.3% | -39.1% |
| All | +2.2% | +274.3% | -272.1% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling