-46.7%
NVTS vs SW
+0.9%
-47.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +9.6% | +2.2% | +7.4% | +8.9% |
| 30D | -13.0% | +7.4% | -20.4% | -15.1% |
| 3M | -28.8% | -5.9% | -22.8% | -27.3% |
| 6M | -48.5% | +9.0% | -57.4% | -50.4% |
| YTD | +31.4% | +18.1% | +13.3% | +21.2% |
| 1Y | -2.3% | +28.7% | -31.0% | -12.6% |
| 3Y | +49.8% | +48.8% | +1.1% | +31.0% |
| All | -46.7% | +0.9% | -47.7% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling