+763.2%
SWK vs NVMI
+1,639.9%
-876.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -1.7% |
| 7D | +11.0% | +0.3% | +10.7% | +10.8% |
| 30D | +30.1% | -17.1% | +47.2% | +32.6% |
| 3M | +14.7% | -17.9% | +32.5% | +16.8% |
| 6M | +44.5% | -41.4% | +85.9% | +52.2% |
| YTD | +59.4% | -4.6% | +64.0% | +58.1% |
| 1Y | +77.5% | -0.3% | +77.8% | +75.1% |
| 3Y | +49.5% | +214.5% | -165.0% | +27.3% |
| 5Y | -24.9% | +148.5% | -173.4% | -35.0% |
| 10Y | +31.8% | +2,435.9% | -2,404.1% | -7.5% |
| All | +763.2% | +1,639.9% | -876.7% | +373.9% |
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