+252.7%
STLA vs NVMI
+8,987.0%
-8,734.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.4% |
| 7D | +0.7% | +11.7% | -10.9% | -2.3% |
| 30D | -2.4% | -4.0% | +1.7% | -1.6% |
| 3M | -23.9% | -25.8% | +1.9% | -18.6% |
| 6M | -24.6% | -8.3% | -16.3% | -24.7% |
| YTD | -50.5% | +14.8% | -65.3% | -54.6% |
| 1Y | -39.8% | +37.9% | -77.7% | -48.0% |
| 3Y | -65.6% | +216.3% | -281.9% | -78.3% |
| 5Y | -62.1% | +277.2% | -339.3% | -77.9% |
| 10Y | +47.8% | +3,074.3% | -3,026.5% | -49.6% |
| All | +252.7% | +8,987.0% | -8,734.3% | +7.0% |
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