+82.0%
SPY vs NVMI
+263.1%
-181.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | -2.0% | +3.8% | -5.8% | -2.8% |
| 30D | -1.7% | -7.6% | +5.9% | -0.2% |
| 3M | +4.7% | -28.0% | +32.7% | +11.0% |
| 6M | +12.5% | -15.3% | +27.8% | +13.8% |
| YTD | +11.7% | +11.5% | +0.3% | +5.2% |
| 1Y | +17.5% | +31.6% | -14.1% | +5.5% |
| 3Y | +76.6% | +207.0% | -130.4% | +17.8% |
| 5Y | +82.0% | +262.8% | -180.8% | +12.8% |
| All | +82.0% | +263.1% | -181.1% | +12.8% |
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 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