+227.1%
NVT vs SWK
-30.7%
+257.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +8.0% | -1.4% | +9.3% | +8.6% |
| 30D | -24.8% | +25.5% | -50.2% | -32.0% |
| 3M | -32.4% | +11.8% | -44.2% | -36.1% |
| 6M | -33.5% | +48.7% | -82.2% | -44.1% |
| YTD | +13.2% | +57.2% | -44.0% | -7.9% |
| 1Y | +9.0% | +75.3% | -66.3% | -15.2% |
| 3Y | +129.4% | +51.9% | +77.4% | +80.0% |
| All | +227.1% | -30.7% | +257.7% | +254.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling