+2,231.5%
SRE vs NVMI
+1,976.9%
+254.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.5% |
| 7D | +1.5% | +6.9% | -5.5% | +1.1% |
| 30D | +0.8% | -2.8% | +3.7% | +0.9% |
| 3M | -5.8% | -27.3% | +21.6% | -4.7% |
| 6M | -7.8% | -13.7% | +5.9% | -7.6% |
| YTD | -2.4% | +13.8% | -16.2% | -3.5% |
| 1Y | +8.9% | +34.9% | -26.0% | +6.6% |
| 3Y | +31.1% | +213.5% | -182.4% | +22.1% |
| 5Y | +48.6% | +272.5% | -223.9% | +36.4% |
| 10Y | +126.1% | +3,142.4% | -3,016.3% | +88.6% |
| All | +2,231.5% | +1,976.9% | +254.6% | +1,601.9% |
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