+54.1%
STM vs NVMI
+1,967.2%
-1,913.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +0.7% |
| 7D | +5.8% | +6.6% | -0.8% | +4.3% |
| 30D | -1.0% | -7.5% | +6.5% | +0.7% |
| 3M | -33.3% | -28.5% | -4.8% | -27.8% |
| 6M | +57.4% | -15.7% | +73.1% | +64.7% |
| YTD | +102.2% | +13.3% | +88.9% | +98.2% |
| 1Y | +99.6% | +48.3% | +51.3% | +84.2% |
| 3Y | +14.5% | +191.2% | -176.7% | -8.9% |
| 5Y | +21.4% | +268.7% | -247.3% | -7.1% |
| 10Y | +695.0% | +3,034.8% | -2,339.8% | +344.6% |
| All | +54.1% | +1,967.2% | -1,913.1% | -36.8% |
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 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