+47.9%
SW vs NVMI
+211.5%
-163.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.7% | -12.7% | -2.9% |
| 7D | +2.3% | +0.3% | +2.0% | +2.1% |
| 30D | +6.8% | -17.1% | +23.9% | +10.0% |
| 3M | -5.2% | -17.9% | +12.7% | -2.5% |
| 6M | +7.4% | -41.4% | +48.8% | +16.3% |
| YTD | +17.4% | -4.6% | +22.0% | +15.8% |
| 1Y | +27.1% | -0.3% | +27.4% | +24.0% |
| 3Y | +47.9% | +214.5% | -166.6% | +48.1% |
| All | +47.9% | +211.5% | -163.7% | +48.1% |
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 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