+730.4%
SW vs NVMI
+18,968.0%
-18,237.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -1.2% |
| 7D | +4.7% | -16.2% | +20.9% | +5.7% |
| 30D | +5.0% | -28.9% | +33.9% | +7.1% |
| 3M | -7.3% | -30.3% | +23.0% | -5.5% |
| 6M | +15.0% | -45.6% | +60.6% | +18.7% |
| YTD | +18.5% | -14.6% | +33.2% | +19.2% |
| 1Y | +27.1% | -18.1% | +45.2% | +28.0% |
| 3Y | +49.3% | +179.2% | -129.8% | +41.0% |
| 5Y | -1.6% | +122.4% | -124.0% | -6.8% |
| 10Y | +185.4% | +2,169.6% | -1,984.3% | +150.2% |
| All | +730.4% | +18,968.0% | -18,237.7% | +594.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling