-100.0%
SPXS vs NVMI
+60,198.4%
-60,298.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.1% |
| 7D | +1.2% | +6.9% | -5.7% | +4.0% |
| 30D | +5.2% | -2.8% | +8.0% | +4.3% |
| 3M | -9.2% | -27.3% | +18.2% | -17.4% |
| 6M | -29.6% | -13.7% | -15.9% | -29.6% |
| YTD | -27.6% | +13.8% | -41.5% | -18.0% |
| 1Y | -36.7% | +34.9% | -71.6% | -21.5% |
| 3Y | -79.8% | +213.5% | -293.4% | -58.7% |
| 5Y | -85.9% | +272.5% | -358.3% | -63.9% |
| 10Y | -99.5% | +3,142.4% | -3,242.0% | -97.3% |
| All | -100.0% | +60,198.4% | -60,298.4% | -100.0% |
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