+553.6%
SPYG vs NVMI
+3,560.3%
-3,006.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.6% |
| 7D | -1.8% | +3.8% | -5.6% | -2.3% |
| 30D | -1.9% | -7.6% | +5.6% | -1.1% |
| 3M | +5.2% | -28.0% | +33.1% | +8.6% |
| 6M | +15.6% | -15.3% | +30.9% | +16.8% |
| YTD | +12.4% | +11.5% | +1.0% | +9.9% |
| 1Y | +17.5% | +31.6% | -14.1% | +12.5% |
| 3Y | +98.1% | +207.0% | -108.9% | +70.7% |
| 5Y | +84.9% | +262.8% | -177.9% | +55.9% |
| 10Y | +417.7% | +3,074.6% | -2,656.9% | +263.8% |
| All | +553.6% | +3,560.3% | -3,006.7% | +281.3% |
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