+122.7%
SWKS vs NVMI
+1,751.3%
-1,628.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -0.7% |
| 7D | -2.7% | +9.6% | -12.4% | -5.0% |
| 30D | +8.5% | -5.6% | +14.1% | +9.6% |
| 3M | +17.3% | -15.2% | +32.5% | +21.3% |
| 6M | +25.1% | -36.1% | +61.2% | +37.0% |
| YTD | +33.3% | +1.5% | +31.9% | +30.1% |
| 1Y | +22.9% | +8.3% | +14.6% | +17.9% |
| 3Y | +5.5% | +212.6% | -207.1% | -22.2% |
| 5Y | -41.9% | +158.4% | -200.3% | -55.4% |
| 10Y | +32.4% | +2,587.4% | -2,555.0% | -34.2% |
| All | +122.7% | +1,751.3% | -1,628.7% | -19.8% |
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