+250.1%
SPOT vs NVMI
+1,292.3%
-1,042.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.5% |
| 7D | -6.9% | +3.8% | -10.6% | -8.1% |
| 30D | +4.1% | -7.6% | +11.7% | +6.2% |
| 3M | +3.7% | -28.0% | +31.7% | +12.1% |
| 6M | -1.6% | -15.3% | +13.7% | -2.4% |
| YTD | -10.2% | +11.5% | -21.6% | -21.6% |
| 1Y | -25.9% | +31.6% | -57.5% | -40.9% |
| 3Y | +235.6% | +207.0% | +28.6% | +55.3% |
| 5Y | +110.6% | +262.8% | -152.3% | -12.9% |
| All | +250.1% | +1,292.3% | -1,042.1% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling