-38.6%
NVTS vs SW
+4.8%
-43.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.5% | -14.3% | -15.2% |
| 7D | -14.6% | +4.7% | -19.2% | -15.8% |
| 30D | -34.3% | +5.0% | -39.3% | -35.4% |
| 3M | -36.4% | -7.3% | -29.0% | -34.7% |
| 6M | -55.2% | +15.0% | -70.2% | -57.7% |
| YTD | +10.1% | +18.5% | -8.4% | +1.6% |
| 1Y | -20.3% | +27.1% | -47.4% | -28.4% |
| 3Y | +27.4% | +49.3% | -21.9% | +11.4% |
| 5Y | -47.6% | -1.6% | -46.0% | -52.8% |
| All | -38.6% | +4.8% | -43.4% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling