+14.0%
SPGI vs NVMI
+148.5%
-134.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.0% |
| 7D | -0.8% | +16.9% | -17.7% | -2.4% |
| 30D | +14.3% | -4.3% | +18.6% | +14.5% |
| 3M | +14.5% | -19.3% | +33.8% | +16.5% |
| 6M | +17.3% | -33.6% | +50.9% | +20.1% |
| YTD | -4.6% | -0.2% | -4.4% | -9.7% |
| 1Y | +0.8% | +5.1% | -4.3% | -5.8% |
| 3Y | +28.8% | +193.2% | -164.4% | -14.1% |
| 5Y | +14.0% | +148.6% | -134.7% | -25.1% |
| All | +14.0% | +148.5% | -134.5% | -25.1% |
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