+2,310.3%
STZ vs NVMI
+1,967.2%
+343.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.0% |
| 7D | -1.9% | +6.6% | -8.5% | -2.2% |
| 30D | -1.9% | -7.5% | +5.6% | -1.6% |
| 3M | -6.2% | -28.5% | +22.3% | -5.1% |
| 6M | -14.0% | -15.7% | +1.7% | -13.8% |
| YTD | -5.1% | +13.3% | -18.4% | -6.4% |
| 1Y | -9.6% | +48.3% | -57.8% | -12.1% |
| 3Y | -47.2% | +191.2% | -238.5% | -51.0% |
| 5Y | -33.6% | +268.7% | -302.2% | -39.4% |
| 10Y | -9.8% | +3,034.8% | -3,044.6% | -24.7% |
| All | +2,310.3% | +1,967.2% | +343.1% | +1,740.8% |
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