+742.5%
SYY vs NVMI
+1,976.9%
-1,234.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.2% |
| 7D | -0.2% | +6.9% | -7.2% | -0.6% |
| 30D | -2.7% | -2.8% | +0.1% | -2.6% |
| 3M | +5.9% | -27.3% | +33.2% | +7.4% |
| 6M | -2.3% | -13.7% | +11.3% | -2.1% |
| YTD | +13.1% | +13.8% | -0.7% | +11.4% |
| 1Y | +3.8% | +34.9% | -31.1% | +0.9% |
| 3Y | +26.7% | +213.5% | -186.8% | +15.0% |
| 5Y | +19.4% | +272.5% | -253.1% | +6.5% |
| 10Y | +112.0% | +3,142.4% | -3,030.4% | +69.4% |
| All | +742.5% | +1,976.9% | -1,234.5% | +504.5% |
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