-1.6%
SW vs NVMI
+122.8%
-124.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -0.6% |
| 7D | +4.7% | -16.2% | +20.9% | +7.8% |
| 30D | +5.0% | -28.9% | +33.9% | +11.3% |
| 3M | -7.3% | -30.3% | +23.0% | -1.8% |
| 6M | +15.0% | -45.6% | +60.6% | +26.2% |
| YTD | +18.5% | -14.6% | +33.2% | +19.2% |
| 1Y | +27.1% | -18.1% | +45.2% | +28.4% |
| 3Y | +49.3% | +179.2% | -129.8% | +17.3% |
| 5Y | -1.6% | +122.4% | -124.0% | -19.2% |
| All | -1.6% | +122.8% | -124.4% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling