+37.5%
NVTS vs SWK
+15.2%
+22.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +5.6% |
| 7D | +2.7% | -0.4% | +3.1% | +3.2% |
| 30D | -4.5% | -5.7% | +1.3% | +0.6% |
| 3M | -61.5% | +24.1% | -85.6% | -67.9% |
| 6M | +28.0% | +24.7% | +3.3% | +6.7% |
| YTD | +65.3% | +33.9% | +31.3% | +27.7% |
| 1Y | +113.0% | +34.7% | +78.3% | +61.2% |
| All | +37.5% | +15.2% | +22.4% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling