+3.6%
XLY vs NVMI
-11.6%
+15.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +4.5% |
| 7D | +6.1% | -11.8% | +17.8% | +7.4% |
| 30D | +10.8% | -24.8% | +35.6% | +14.1% |
| 3M | +3.6% | -28.6% | +32.2% | +7.2% |
| 6M | +4.4% | -40.0% | +44.4% | +8.9% |
| YTD | +3.1% | -10.1% | +13.1% | -0.4% |
| 1Y | +3.6% | -9.8% | +13.3% | -0.5% |
| All | +3.6% | -11.6% | +15.1% | -0.5% |
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 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