-2.6%
SW vs NVMI
+145.1%
-147.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.7% | -12.7% | -3.0% |
| 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% | +16.2% |
| YTD | +17.4% | -4.6% | +22.0% | +15.7% |
| 1Y | +27.1% | -0.3% | +27.4% | +23.9% |
| 3Y | +47.9% | +214.5% | -166.6% | +13.6% |
| All | -2.6% | +145.1% | -147.7% | -21.4% |
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 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