+29.5%
SWK vs NVMI
+2,631.5%
-2,602.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | +0.9% |
| 7D | +10.7% | +9.6% | +1.1% | +7.2% |
| 30D | +33.3% | -5.6% | +38.9% | +34.8% |
| 3M | +14.7% | -15.2% | +29.9% | +19.1% |
| 6M | +48.5% | -36.1% | +84.6% | +65.1% |
| YTD | +63.9% | +1.5% | +62.4% | +54.4% |
| 1Y | +80.4% | +8.3% | +72.1% | +65.7% |
| 3Y | +58.1% | +212.6% | -154.5% | -9.4% |
| 5Y | -24.5% | +158.4% | -182.9% | -55.6% |
| 10Y | +29.5% | +2,587.4% | -2,557.9% | -66.2% |
| All | +29.5% | +2,631.5% | -2,602.0% | -66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling