+414.4%
SPYG vs NVMI
+3,158.6%
-2,744.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -1.5% | -8.4% | +6.9% | +0.8% |
| 3M | +3.7% | -33.6% | +37.3% | +15.4% |
| 6M | +16.4% | -14.7% | +31.1% | +18.5% |
| YTD | +13.3% | +13.2% | +0.1% | +4.8% |
| 1Y | +17.9% | +29.0% | -11.2% | +3.8% |
| 3Y | +98.3% | +215.0% | -116.6% | +22.4% |
| 5Y | +86.4% | +268.6% | -182.1% | +5.9% |
| All | +414.4% | +3,158.6% | -2,744.2% | +77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling