+182.3%
SW vs NVMI
+2,662.5%
-2,480.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -1.3% |
| 7D | -2.6% | +15.3% | -17.9% | -4.4% |
| 30D | +7.2% | +0.1% | +7.1% | +6.9% |
| 3M | -10.5% | -14.0% | +3.5% | -9.2% |
| 6M | +9.9% | -35.2% | +45.1% | +14.7% |
| YTD | +17.2% | +3.7% | +13.5% | +15.3% |
| 1Y | +26.5% | +10.3% | +16.2% | +23.4% |
| 3Y | +47.7% | +204.8% | -157.1% | +28.3% |
| 5Y | +0.2% | +158.9% | -158.7% | -13.1% |
| 10Y | +182.3% | +2,646.9% | -2,464.6% | +109.5% |
| All | +182.3% | +2,662.5% | -2,480.2% | +109.5% |
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 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