+465.1%
STM vs NVMI
+2,494.8%
-2,029.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +2.4% |
| 7D | +12.0% | +1.5% | +10.5% | +10.9% |
| 30D | -0.4% | -4.1% | +3.7% | +2.3% |
| 3M | -13.2% | -22.8% | +9.6% | +1.5% |
| 6M | -26.1% | -36.9% | +10.8% | -2.8% |
| YTD | +81.2% | -3.2% | +84.4% | +82.4% |
| 1Y | +98.3% | +7.1% | +91.2% | +87.2% |
| 3Y | +16.7% | +181.5% | -164.8% | -47.1% |
| 5Y | -4.8% | +141.2% | -146.0% | -54.1% |
| All | +465.1% | +2,494.8% | -2,029.7% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling