-25.2%
NVTS vs SWK
-23.0%
-2.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.8% | +8.4% | +9.0% |
| 7D | +20.8% | +10.7% | +10.1% | +11.7% |
| 30D | -11.1% | +33.3% | -44.5% | -29.7% |
| 3M | -31.0% | +14.7% | -45.7% | -38.3% |
| 6M | -47.4% | +48.5% | -95.9% | -62.0% |
| YTD | +34.2% | +63.9% | -29.7% | -11.1% |
| 1Y | +22.2% | +80.4% | -58.2% | -25.5% |
| 3Y | +68.4% | +58.1% | +10.2% | +11.7% |
| 5Y | -39.0% | -24.5% | -14.5% | -45.4% |
| All | -25.2% | -23.0% | -2.1% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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