+11.8%
STZ vs NVMI
+2,631.5%
-2,619.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.4% | -3.9% | +1.9% |
| 7D | +3.4% | +9.6% | -6.2% | +2.4% |
| 30D | +19.6% | -5.6% | +25.2% | +20.0% |
| 3M | +8.0% | -15.2% | +23.2% | +9.3% |
| 6M | -0.3% | -36.1% | +35.8% | +3.2% |
| YTD | +8.6% | +1.5% | +7.1% | +5.0% |
| 1Y | +17.3% | +8.3% | +9.0% | +12.3% |
| 3Y | -34.7% | +212.6% | -247.3% | -49.5% |
| 5Y | -27.6% | +158.4% | -186.0% | -43.8% |
| 10Y | +11.8% | +2,587.4% | -2,575.7% | -37.7% |
| All | +11.8% | +2,631.5% | -2,619.7% | -37.7% |
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