+20.5%
STM vs NVMI
+212.3%
-191.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -1.2% |
| 7D | +5.2% | +11.7% | -6.5% | -0.8% |
| 30D | -7.4% | -4.0% | -3.3% | -5.4% |
| 3M | -30.6% | -25.8% | -4.9% | -19.1% |
| 6M | +66.4% | -8.3% | +74.7% | +76.0% |
| YTD | +101.1% | +14.8% | +86.3% | +90.1% |
| 1Y | +97.4% | +37.9% | +59.5% | +69.1% |
| All | +20.5% | +212.3% | -191.7% | -33.8% |
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