+21.1%
STM vs NVMI
+274.3%
-253.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | +1.7% | +6.9% | -5.3% | -2.3% |
| 30D | -5.2% | -2.8% | -2.3% | -3.7% |
| 3M | -29.6% | -27.3% | -2.3% | -15.8% |
| 6M | +54.4% | -13.7% | +68.0% | +67.8% |
| YTD | +99.5% | +13.8% | +85.7% | +84.3% |
| 1Y | +100.8% | +34.9% | +65.9% | +66.0% |
| 3Y | +20.2% | +213.5% | -193.4% | -47.8% |
| 5Y | +21.1% | +272.5% | -251.3% | -55.2% |
| All | +21.1% | +274.3% | -253.2% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling