+9,929.9%
STX vs NVMI
+18,063.4%
-8,133.6%
-88.7%
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 | +14.6% | +1.5% | +13.1% | +14.4% |
| 30D | -26.0% | -4.1% | -21.9% | -25.2% |
| 3M | -42.6% | -22.8% | -19.9% | -39.8% |
| 6M | -35.3% | -36.9% | +1.6% | -29.6% |
| YTD | +92.5% | -3.2% | +95.7% | +96.2% |
| 1Y | +102.4% | +7.1% | +95.3% | +103.2% |
| 3Y | +673.8% | +181.5% | +492.3% | +567.4% |
| 5Y | +463.1% | +141.2% | +321.9% | +391.8% |
| 10Y | +2,014.6% | +2,463.4% | -448.8% | +1,336.9% |
| All | +9,929.9% | +18,063.4% | -8,133.6% | +5,916.6% |
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 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