+113.0%
NVTS vs SW
+1.0%
+112.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +6.0% |
| 7D | +2.7% | -5.1% | +7.8% | +4.1% |
| 30D | -4.5% | -4.6% | +0.1% | -3.3% |
| 3M | -61.5% | +9.4% | -70.9% | -62.6% |
| 6M | +28.0% | +3.5% | +24.5% | +21.3% |
| YTD | +65.3% | +22.0% | +43.2% | +53.4% |
| 1Y | +113.0% | +2.2% | +110.8% | +93.2% |
| All | +113.0% | +1.0% | +112.0% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling