-14.8%
STZ vs NVMI
+42.2%
-56.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -7.0% | -5.6% |
| 7D | -7.4% | +11.7% | -19.1% | -7.4% |
| 30D | -10.9% | -4.0% | -6.8% | -10.9% |
| 3M | -13.4% | -25.8% | +12.3% | -13.1% |
| 6M | -16.2% | -8.3% | -7.9% | -16.5% |
| YTD | -10.4% | +14.8% | -25.3% | -12.8% |
| 1Y | -14.8% | +37.9% | -52.6% | -15.6% |
| All | -14.8% | +42.2% | -56.9% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling