+517.6%
SPMO vs NVMI
+3,158.6%
-2,641.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -0.9% | -0.1% | -0.9% | -0.9% |
| 30D | -1.9% | -8.4% | +6.5% | +0.4% |
| 3M | -1.4% | -33.6% | +32.2% | +9.8% |
| 6M | +25.5% | -14.7% | +40.2% | +29.6% |
| YTD | +24.8% | +13.2% | +11.6% | +18.6% |
| 1Y | +24.5% | +29.0% | -4.5% | +13.3% |
| 3Y | +157.1% | +215.0% | -57.8% | +73.6% |
| 5Y | +149.5% | +268.6% | -119.1% | +54.6% |
| All | +517.6% | +3,158.6% | -2,641.0% | +152.6% |
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