-21.3%
NVTS vs SWK
-24.7%
+3.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.9% |
| 7D | +7.9% | -2.3% | +10.2% | +10.4% |
| 30D | +0.8% | +30.4% | -29.6% | -18.8% |
| 3M | -26.0% | +12.1% | -38.1% | -32.6% |
| 6M | -55.5% | +49.1% | -104.6% | -67.9% |
| YTD | +41.0% | +60.4% | -19.4% | -5.0% |
| 1Y | +10.4% | +78.3% | -67.9% | -32.0% |
| 3Y | +60.9% | +53.3% | +7.6% | +9.2% |
| 5Y | -42.8% | -27.0% | -15.8% | -47.4% |
| All | -21.3% | -24.7% | +3.3% | -28.5% |
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