-86.3%
SPXU vs NVMI
+261.9%
-348.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -1.4% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +4.2% | -8.4% | +12.6% | -1.0% |
| 3M | -9.3% | -33.6% | +24.3% | -27.5% |
| 6M | -30.7% | -14.7% | -16.0% | -31.8% |
| YTD | -28.1% | +13.2% | -41.4% | -12.2% |
| 1Y | -35.2% | +29.0% | -64.3% | -10.2% |
| 3Y | -79.9% | +215.0% | -294.9% | -23.2% |
| All | -86.3% | +261.9% | -348.2% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling