+16.7%
STM vs NVMI
+183.9%
-167.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +2.2% |
| 7D | +12.0% | +1.5% | +10.5% | +11.0% |
| 30D | -0.4% | -4.1% | +3.7% | +2.0% |
| 3M | -13.2% | -22.8% | +9.6% | -0.2% |
| 6M | -26.1% | -36.9% | +10.8% | -5.5% |
| YTD | +81.2% | -3.2% | +84.4% | +88.3% |
| 1Y | +98.3% | +7.1% | +91.2% | +96.0% |
| 3Y | +16.7% | +181.5% | -164.8% | -41.9% |
| All | +16.7% | +183.9% | -167.2% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling