+38.1%
STM vs NVMI
+1,665.9%
-1,627.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.3% |
| 7D | +12.0% | +1.5% | +10.5% | +11.6% |
| 30D | -0.4% | -4.1% | +3.7% | +0.8% |
| 3M | -13.2% | -22.8% | +9.6% | -7.7% |
| 6M | -26.1% | -36.9% | +10.8% | -17.4% |
| YTD | +81.2% | -3.2% | +84.4% | +84.6% |
| 1Y | +98.3% | +7.1% | +91.2% | +97.7% |
| 3Y | +16.7% | +181.5% | -164.8% | -5.7% |
| 5Y | -4.8% | +141.2% | -146.0% | -20.7% |
| 10Y | +468.8% | +2,463.4% | -1,994.6% | +232.7% |
| All | +38.1% | +1,665.9% | -1,627.8% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling