-7.8%
NVTS vs SWK
-37.1%
+29.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +5.6% |
| 7D | +2.7% | -0.4% | +3.1% | +3.1% |
| 30D | -4.5% | -5.7% | +1.3% | +0.5% |
| 3M | -61.5% | +24.1% | -85.6% | -67.8% |
| 6M | +28.0% | +24.7% | +3.3% | +7.3% |
| YTD | +65.3% | +33.9% | +31.3% | +29.2% |
| 1Y | +113.0% | +34.7% | +78.3% | +63.1% |
| 3Y | +34.7% | +15.3% | +19.4% | +14.9% |
| All | -7.8% | -37.1% | +29.3% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling