+19.6%
SW vs NVMI
+193.5%
-173.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.2% |
| 7D | -5.1% | +6.6% | -11.7% | -6.3% |
| 30D | -4.6% | -7.5% | +2.9% | -3.3% |
| 3M | +9.4% | -28.5% | +37.9% | +15.5% |
| 6M | +3.5% | -15.7% | +19.3% | +5.5% |
| YTD | +22.0% | +13.3% | +8.7% | +17.0% |
| 1Y | +2.2% | +48.3% | -46.1% | -7.8% |
| All | +19.6% | +193.5% | -173.9% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling