+99.6%
STM vs NVMI
+53.9%
+45.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | -1.4% |
| 7D | +5.8% | +6.6% | -0.8% | +1.7% |
| 30D | -1.0% | -7.5% | +6.5% | +3.5% |
| 3M | -33.3% | -28.5% | -4.8% | -18.9% |
| 6M | +57.4% | -15.7% | +73.1% | +77.5% |
| YTD | +102.2% | +13.3% | +88.9% | +104.1% |
| 1Y | +99.6% | +48.3% | +51.3% | +86.5% |
| All | +99.6% | +53.9% | +45.7% | +86.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling