+7,055.3%
STRL vs NVMI
+3,176.5%
+3,878.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +8.2% | +6.9% | +1.3% | +4.9% |
| 30D | -6.3% | -2.8% | -3.5% | -4.8% |
| 3M | -41.2% | -27.3% | -13.9% | -31.4% |
| 6M | +20.4% | -13.7% | +34.0% | +32.3% |
| YTD | +61.7% | +13.8% | +47.8% | +58.7% |
| 1Y | +72.7% | +34.9% | +37.9% | +60.0% |
| 3Y | +530.9% | +213.5% | +317.4% | +312.9% |
| 5Y | +2,125.4% | +272.5% | +1,852.9% | +1,222.7% |
| All | +7,055.3% | +3,176.5% | +3,878.8% | +2,781.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling