+625.4%
SWK vs NVMI
+1,967.2%
-1,341.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.2% |
| 7D | -0.4% | +6.6% | -7.1% | -1.2% |
| 30D | -5.7% | -7.5% | +1.8% | -4.9% |
| 3M | +24.1% | -28.5% | +52.6% | +28.4% |
| 6M | +24.7% | -15.7% | +40.5% | +26.3% |
| YTD | +33.9% | +13.3% | +20.6% | +30.7% |
| 1Y | +34.7% | +48.3% | -13.6% | +27.2% |
| 3Y | +15.3% | +191.2% | -176.0% | -0.9% |
| 5Y | -39.3% | +268.7% | -308.0% | -49.5% |
| 10Y | +2.5% | +3,034.8% | -3,032.3% | -29.4% |
| All | +625.4% | +1,967.2% | -1,341.8% | +291.8% |
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