-25.3%
NVTS vs SWK
-26.4%
+1.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.2% | -2.8% | -3.3% |
| 7D | +21.6% | -2.0% | +23.6% | +23.8% |
| 30D | -8.5% | +24.6% | -33.1% | -23.6% |
| 3M | -31.4% | +10.8% | -42.2% | -36.9% |
| 6M | -50.3% | +46.1% | -96.4% | -63.6% |
| YTD | +33.9% | +56.8% | -22.9% | -8.1% |
| 1Y | +10.6% | +72.7% | -62.1% | -30.1% |
| 3Y | +52.7% | +49.9% | +2.9% | +5.6% |
| 5Y | -48.5% | -30.9% | -17.6% | -50.5% |
| All | -25.3% | -26.4% | +1.0% | -30.8% |
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