+99.1%
STM vs NVMI
+32.8%
+66.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.5% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -4.9% | -8.4% | +3.5% | +0.2% |
| 3M | -34.0% | -33.6% | -0.4% | -16.2% |
| 6M | +51.8% | -14.7% | +66.5% | +70.6% |
| YTD | +99.4% | +13.2% | +86.1% | +99.7% |
| 1Y | +99.1% | +29.0% | +70.1% | +83.2% |
| All | +99.1% | +32.8% | +66.3% | +83.2% |
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 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