+500.2%
NVT vs SWK
+5.5%
+494.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.8% | +4.9% | +6.4% |
| 7D | -7.5% | +10.7% | -18.2% | -13.2% |
| 30D | -31.5% | +33.3% | -64.9% | -41.9% |
| 3M | -30.4% | +14.7% | -45.1% | -36.3% |
| 6M | -32.5% | +48.5% | -81.0% | -46.2% |
| YTD | +12.9% | +63.9% | -50.9% | -15.5% |
| 1Y | +3.7% | +80.4% | -76.7% | -26.4% |
| 3Y | +135.8% | +58.1% | +77.6% | +68.4% |
| 5Y | +232.7% | -24.5% | +257.2% | +250.2% |
| All | +500.2% | +5.5% | +494.7% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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