+44.0%
NVTS vs SWK
+46.0%
-2.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +9.9% | +9.8% |
| 7D | +1.5% | +11.0% | -9.5% | -6.9% |
| 30D | -23.8% | +30.1% | -53.9% | -38.9% |
| 3M | -30.6% | +14.7% | -45.2% | -38.0% |
| 6M | -48.4% | +44.5% | -92.9% | -62.3% |
| YTD | +20.6% | +59.4% | -38.8% | -19.8% |
| 1Y | -2.5% | +77.5% | -80.1% | -41.2% |
| 3Y | +44.0% | +49.5% | -5.5% | -5.3% |
| All | +44.0% | +46.0% | -2.0% | -5.3% |
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