+150.0%
STLA vs NVMI
+7,559.3%
-7,409.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +1.9% | -0.2% |
| 7D | -13.8% | +1.5% | -15.3% | -14.2% |
| 30D | -10.5% | -4.1% | -6.5% | -10.0% |
| 3M | -28.9% | -22.8% | -6.1% | -24.5% |
| 6M | -49.7% | -36.9% | -12.8% | -44.6% |
| YTD | -64.9% | -3.2% | -61.7% | -66.6% |
| 1Y | -64.0% | +7.1% | -71.1% | -66.8% |
| 3Y | -77.4% | +181.5% | -258.9% | -85.4% |
| 5Y | -74.4% | +141.2% | -215.6% | -83.2% |
| 10Y | -6.4% | +2,463.4% | -2,469.7% | -66.6% |
| All | +150.0% | +7,559.3% | -7,409.3% | -21.2% |
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