+280.4%
SHW vs NVMI
+3,158.6%
-2,878.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.3% | +1.6% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -10.0% | -8.4% | -1.6% | -8.7% |
| 3M | +2.3% | -33.6% | +35.8% | +8.9% |
| 6M | +0.7% | -14.7% | +15.3% | +1.4% |
| YTD | +0.5% | +13.2% | -12.7% | -4.9% |
| 1Y | -11.5% | +29.0% | -40.5% | -19.2% |
| 3Y | +21.3% | +215.0% | -193.7% | -15.1% |
| 5Y | +12.5% | +268.6% | -256.0% | -27.0% |
| All | +280.4% | +3,158.6% | -2,878.2% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling