+182.7%
SW vs NVMI
+2,448.3%
-2,265.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.7% | -12.7% | -2.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +6.8% | -17.1% | +23.9% | +9.0% |
| 3M | -5.2% | -17.9% | +12.7% | -3.3% |
| 6M | +7.4% | -41.4% | +48.8% | +13.5% |
| YTD | +17.4% | -4.6% | +22.0% | +16.7% |
| 1Y | +27.1% | -0.3% | +27.4% | +25.5% |
| 3Y | +47.9% | +214.5% | -166.6% | +28.5% |
| 5Y | -2.6% | +148.5% | -151.0% | -14.7% |
| All | +182.7% | +2,448.3% | -2,265.6% | +111.1% |
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