+5,554.7%
SHW vs NVMI
+1,976.9%
+3,577.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -3.2% | +6.9% | -10.1% | -3.7% |
| 30D | -11.4% | -2.8% | -8.5% | -11.3% |
| 3M | +3.5% | -27.3% | +30.8% | +5.3% |
| 6M | -3.4% | -13.7% | +10.3% | -3.0% |
| YTD | -0.3% | +13.8% | -14.2% | -2.1% |
| 1Y | -10.4% | +34.9% | -45.3% | -13.3% |
| 3Y | +21.3% | +213.5% | -192.2% | +9.2% |
| 5Y | +12.9% | +272.5% | -259.6% | -0.2% |
| 10Y | +284.1% | +3,142.4% | -2,858.3% | +200.9% |
| All | +5,554.7% | +1,976.9% | +3,577.8% | +3,518.5% |
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