-30.4%
SPXS vs NVMI
-11.6%
-18.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -5.9% |
| 7D | +2.2% | -11.8% | +13.9% | -2.7% |
| 30D | +3.8% | -24.8% | +28.6% | -6.8% |
| 3M | +3.3% | -28.6% | +31.9% | -8.5% |
| 6M | -16.7% | -40.0% | +23.3% | -28.0% |
| YTD | -28.5% | -10.1% | -18.5% | -22.5% |
| 1Y | -30.4% | -9.8% | -20.7% | -23.1% |
| All | -30.4% | -11.6% | -18.9% | -23.1% |
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 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