+457.1%
NVT vs SWK
+2.6%
+454.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.3% | +8.1% |
| 7D | -15.7% | +11.0% | -26.7% | -21.1% |
| 30D | -36.6% | +30.1% | -66.7% | -45.6% |
| 3M | -34.8% | +14.7% | -49.5% | -40.4% |
| 6M | -38.2% | +44.5% | -82.7% | -50.2% |
| YTD | +4.8% | +59.4% | -54.6% | -20.5% |
| 1Y | -2.8% | +77.5% | -80.3% | -30.5% |
| 3Y | +119.5% | +49.5% | +70.1% | +61.4% |
| 5Y | +204.7% | -24.9% | +229.6% | +220.1% |
| All | +457.1% | +2.6% | +454.5% | +328.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling