+31.4%
NVTS vs SW
+40.4%
-8.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.5% | -14.3% | -15.1% |
| 7D | -14.6% | +4.7% | -19.2% | -16.1% |
| 30D | -34.3% | +5.0% | -39.3% | -35.7% |
| 3M | -36.4% | -7.3% | -29.0% | -34.2% |
| 6M | -55.2% | +15.0% | -70.2% | -58.6% |
| YTD | +10.1% | +18.5% | -8.4% | -2.1% |
| 1Y | -20.3% | +27.1% | -47.4% | -31.8% |
| All | +31.4% | +40.4% | -8.9% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling