-43.2%
NVTS vs SWK
-25.5%
-17.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.0% |
| 7D | +9.6% | +11.3% | -1.7% | +1.0% |
| 30D | -13.0% | +31.5% | -44.5% | -30.3% |
| 3M | -28.8% | +14.4% | -43.2% | -36.2% |
| 6M | -48.5% | +46.4% | -94.9% | -62.4% |
| YTD | +31.4% | +61.6% | -30.2% | -12.0% |
| 1Y | -2.3% | +78.7% | -81.0% | -39.9% |
| 3Y | +49.8% | +54.4% | -4.6% | +1.2% |
| 5Y | -43.2% | -25.3% | -17.9% | -51.7% |
| All | -43.2% | -25.5% | -17.7% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling