-100.0%
SPXU vs NVMI
+38,028.1%
-38,128.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +0.6% |
| 7D | +6.4% | +3.8% | +2.6% | +8.7% |
| 30D | +5.9% | -7.6% | +13.5% | +1.7% |
| 3M | -11.7% | -28.0% | +16.3% | -23.9% |
| 6M | -28.7% | -15.3% | -13.4% | -30.1% |
| YTD | -26.4% | +11.5% | -37.8% | -13.6% |
| 1Y | -35.2% | +31.6% | -66.8% | -13.5% |
| 3Y | -79.8% | +207.0% | -286.8% | -43.4% |
| 5Y | -86.1% | +262.8% | -348.9% | -45.7% |
| 10Y | -99.5% | +3,074.6% | -3,174.1% | -92.6% |
| All | -100.0% | +38,028.1% | -38,128.1% | -99.8% |
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 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