+21.0%
XLP vs NVMI
+3.9%
+17.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.7% |
| 7D | -0.2% | +16.9% | -17.1% | +1.2% |
| 30D | +8.2% | -4.3% | +12.4% | +8.0% |
| 3M | +7.7% | -19.3% | +27.0% | +6.5% |
| 6M | +9.3% | -33.6% | +42.9% | +7.1% |
| YTD | +19.5% | -0.2% | +19.7% | +19.0% |
| 1Y | +21.0% | +5.1% | +15.9% | +21.2% |
| All | +21.0% | +3.9% | +17.1% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling