-5.3%
STZ vs NVMI
-41.5%
+36.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.5% | -0.2% |
| 7D | +4.9% | +0.3% | +4.6% | +5.1% |
| 30D | +20.9% | -17.1% | +38.0% | +19.2% |
| 3M | +8.0% | -17.9% | +25.9% | +6.6% |
| 6M | -5.3% | -41.4% | +36.1% | -6.9% |
| All | -5.3% | -41.5% | +36.2% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling