+3,343.4%
STX vs NVMI
+3,158.6%
+184.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -4.4% |
| 7D | -2.3% | -0.1% | -2.2% | -2.2% |
| 30D | -5.5% | -8.4% | +2.9% | -1.4% |
| 3M | -4.3% | -33.6% | +29.3% | +15.2% |
| 6M | +115.6% | -14.7% | +130.3% | +131.4% |
| YTD | +202.2% | +13.2% | +189.0% | +188.4% |
| 1Y | +325.3% | +29.0% | +296.3% | +285.9% |
| 3Y | +1,283.9% | +215.0% | +1,068.9% | +702.0% |
| 5Y | +1,048.3% | +268.6% | +779.7% | +502.5% |
| All | +3,343.4% | +3,158.6% | +184.8% | +847.8% |
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