-35.6%
STZ vs NVMI
+192.6%
-228.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.3% |
| 7D | 0.0% | +16.9% | -16.9% | +0.1% |
| 30D | +14.7% | -4.3% | +19.0% | +14.8% |
| 3M | +8.8% | -19.3% | +28.1% | +9.2% |
| 6M | +3.1% | -33.6% | +36.6% | +3.7% |
| YTD | +7.9% | -0.2% | +8.1% | +6.5% |
| 1Y | +14.2% | +5.1% | +9.1% | +12.5% |
| All | -35.6% | +192.6% | -228.2% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling