+786.9%
XLK vs NVMI
+1,965.6%
-1,178.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -0.6% | -8.4% | +7.8% | +0.5% |
| 3M | +2.6% | -33.6% | +36.1% | +8.3% |
| 6M | +34.0% | -14.7% | +48.6% | +36.2% |
| YTD | +30.7% | +13.2% | +17.4% | +27.6% |
| 1Y | +39.2% | +29.0% | +10.2% | +33.3% |
| 3Y | +120.4% | +215.0% | -94.6% | +85.3% |
| 5Y | +148.8% | +268.6% | -119.8% | +104.4% |
| 10Y | +803.3% | +3,124.7% | -2,321.4% | +495.9% |
| All | +786.9% | +1,965.6% | -1,178.7% | +374.2% |
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