+546.2%
STT vs NVMI
+1,976.9%
-1,430.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +1.0% | +6.9% | -6.0% | +0.2% |
| 30D | +2.8% | -2.8% | +5.6% | +3.0% |
| 3M | +18.1% | -27.3% | +45.5% | +21.8% |
| 6M | +59.2% | -13.7% | +72.9% | +60.2% |
| YTD | +51.5% | +13.8% | +37.6% | +47.3% |
| 1Y | +75.7% | +34.9% | +40.8% | +67.1% |
| 3Y | +200.8% | +213.5% | -12.8% | +153.6% |
| 5Y | +155.8% | +272.5% | -116.7% | +109.8% |
| 10Y | +266.4% | +3,142.4% | -2,876.0% | +143.2% |
| All | +546.2% | +1,976.9% | -1,430.7% | +225.3% |
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