+23,891.0%
STRL vs NVMI
+1,665.9%
+22,225.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.6% |
| 7D | +15.7% | +1.5% | +14.2% | +15.5% |
| 30D | -35.5% | -4.1% | -31.4% | -34.8% |
| 3M | -47.1% | -22.8% | -24.4% | -44.6% |
| 6M | -65.8% | -36.9% | -28.9% | -62.8% |
| YTD | -4.5% | -3.2% | -1.3% | -1.6% |
| 1Y | -10.5% | +7.1% | -17.6% | -8.9% |
| 3Y | +340.6% | +181.5% | +159.1% | +296.4% |
| 5Y | +911.0% | +141.2% | +769.8% | +817.9% |
| 10Y | +3,727.1% | +2,463.4% | +1,263.7% | +2,637.4% |
| All | +23,891.0% | +1,665.9% | +22,225.1% | +13,929.7% |
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 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