-79.6%
SPXS vs NVMI
+207.9%
-287.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -1.6% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +4.2% | -8.4% | +12.6% | +0.1% |
| 3M | -9.3% | -33.6% | +24.2% | -24.1% |
| 6M | -30.7% | -14.7% | -16.0% | -31.0% |
| YTD | -28.1% | +13.2% | -41.3% | -14.6% |
| 1Y | -35.1% | +29.0% | -64.1% | -14.4% |
| 3Y | -79.6% | +215.0% | -294.6% | -39.1% |
| All | -79.6% | +207.9% | -287.4% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling