+42.3%
SWKS vs NVMI
+3,062.9%
-3,020.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.0% |
| 7D | +6.8% | +6.9% | -0.1% | +3.3% |
| 30D | +11.3% | -2.8% | +14.1% | +12.4% |
| 3M | +4.1% | -27.3% | +31.4% | +19.3% |
| 6M | +39.7% | -13.7% | +53.3% | +43.8% |
| YTD | +23.2% | +13.8% | +9.4% | +7.7% |
| 1Y | +5.3% | +34.9% | -29.6% | -16.8% |
| 3Y | -15.1% | +213.5% | -228.6% | -63.1% |
| 5Y | -50.3% | +272.5% | -322.8% | -81.3% |
| 10Y | +42.3% | +3,142.4% | -3,100.1% | -76.3% |
| All | +42.3% | +3,062.9% | -3,020.5% | -76.3% |
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