+156.6%
STT vs NVMI
+261.9%
-105.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | +1.7% | -8.4% | +10.1% | +3.4% |
| 3M | +17.9% | -33.6% | +51.5% | +26.9% |
| 6M | +55.3% | -14.7% | +70.0% | +56.4% |
| YTD | +52.7% | +13.2% | +39.4% | +43.5% |
| 1Y | +75.7% | +29.0% | +46.6% | +59.2% |
| 3Y | +197.9% | +215.0% | -17.1% | +92.8% |
| All | +156.6% | +261.9% | -105.3% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling