+710.7%
SPY vs NVMI
+1,995.1%
-1,284.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.7% |
| 7D | +0.5% | +11.7% | -11.1% | -0.5% |
| 30D | -0.9% | -4.0% | +3.1% | -0.7% |
| 3M | +3.9% | -25.8% | +29.6% | +6.3% |
| 6M | +14.5% | -8.3% | +22.8% | +14.5% |
| YTD | +12.9% | +14.8% | -1.9% | +10.4% |
| 1Y | +19.4% | +37.9% | -18.5% | +14.5% |
| 3Y | +78.5% | +216.3% | -137.8% | +56.6% |
| 5Y | +81.8% | +277.2% | -195.4% | +56.0% |
| 10Y | +311.5% | +3,074.3% | -2,762.8% | +202.5% |
| All | +710.7% | +1,995.1% | -1,284.4% | +405.6% |
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