+17,056.4%
STX vs NVMI
+21,449.1%
-4,392.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.3% | +5.1% | +6.3% |
| 7D | +10.7% | +11.7% | -0.9% | +8.7% |
| 30D | +11.3% | -4.0% | +15.3% | +12.3% |
| 3M | +3.2% | -25.8% | +29.0% | +9.1% |
| 6M | +157.0% | -8.3% | +165.3% | +162.4% |
| YTD | +229.2% | +14.8% | +214.4% | +225.0% |
| 1Y | +381.8% | +37.9% | +344.0% | +363.7% |
| 3Y | +1,383.2% | +216.3% | +1,166.9% | +1,147.0% |
| 5Y | +1,144.9% | +277.2% | +867.7% | +919.2% |
| 10Y | +3,676.0% | +3,074.3% | +601.7% | +2,376.1% |
| All | +17,056.4% | +21,449.1% | -4,392.8% | +9,868.2% |
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