-38.9%
SPXS vs NVMI
+53.9%
-92.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +3.6% |
| 7D | -0.1% | +6.6% | -6.7% | +2.7% |
| 30D | +0.8% | -7.5% | +8.4% | -2.0% |
| 3M | -4.7% | -28.5% | +23.8% | -14.2% |
| 6M | -29.6% | -15.7% | -13.9% | -29.2% |
| YTD | -29.8% | +13.3% | -43.1% | -17.1% |
| 1Y | -38.9% | +48.3% | -87.2% | -18.8% |
| All | -38.9% | +53.9% | -92.8% | -18.8% |
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