-65.8%
STRL vs NVMI
-36.3%
-29.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -0.4% |
| 7D | +15.7% | +1.5% | +14.2% | +14.5% |
| 30D | -35.5% | -4.1% | -31.4% | -32.5% |
| 3M | -47.1% | -22.8% | -24.4% | -33.9% |
| 6M | -65.8% | -36.9% | -28.9% | -51.7% |
| All | -65.8% | -36.3% | -29.5% | -51.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling