-63.1%
STLA vs NVMI
+263.1%
-326.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.4% |
| 7D | -3.8% | +3.8% | -7.6% | -4.8% |
| 30D | -3.1% | -7.6% | +4.4% | -1.3% |
| 3M | -19.6% | -28.0% | +8.4% | -13.3% |
| 6M | -23.5% | -15.3% | -8.2% | -21.8% |
| YTD | -51.5% | +11.5% | -63.0% | -55.6% |
| 1Y | -39.7% | +31.6% | -71.3% | -48.0% |
| 3Y | -66.3% | +207.0% | -273.3% | -80.8% |
| 5Y | -63.1% | +262.8% | -326.0% | -81.1% |
| All | -63.1% | +263.1% | -326.2% | -81.1% |
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