-30.1%
NVTS vs SW
+0.7%
-30.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.1% |
| 7D | +3.9% | -2.9% | +6.9% | +5.1% |
| 30D | -4.3% | +5.0% | -9.4% | -6.0% |
| 3M | -34.5% | -13.7% | -20.8% | -31.2% |
| 6M | -57.7% | +8.0% | -65.7% | -59.1% |
| YTD | +25.4% | +14.0% | +11.4% | +17.2% |
| 1Y | +13.1% | +25.6% | -12.5% | +2.1% |
| 3Y | +48.9% | +40.1% | +8.8% | +32.8% |
| 5Y | -51.8% | -2.6% | -49.2% | -55.7% |
| All | -30.1% | +0.7% | -30.8% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling