+644.6%
STM vs NVMI
+3,108.0%
-2,463.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.3% |
| 7D | -1.1% | +3.8% | -4.8% | -3.3% |
| 30D | -7.8% | -7.6% | -0.3% | -3.6% |
| 3M | -28.2% | -28.0% | -0.2% | -13.0% |
| 6M | +52.0% | -15.3% | +67.3% | +67.0% |
| YTD | +96.4% | +11.5% | +84.9% | +81.3% |
| 1Y | +98.8% | +31.6% | +67.2% | +63.4% |
| 3Y | +18.3% | +207.0% | -188.7% | -49.0% |
| 5Y | +17.7% | +262.8% | -245.1% | -56.0% |
| All | +644.6% | +3,108.0% | -2,463.4% | +18.2% |
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 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