-38.6%
NVTS vs SWK
-24.9%
-13.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -2.6% | -13.2% | -13.7% |
| 7D | -14.6% | +11.3% | -25.8% | -21.6% |
| 30D | -34.3% | +28.1% | -62.4% | -46.4% |
| 3M | -36.4% | +12.6% | -48.9% | -42.2% |
| 6M | -55.2% | +51.7% | -106.9% | -68.4% |
| YTD | +10.1% | +60.0% | -49.9% | -25.8% |
| 1Y | -20.3% | +72.7% | -93.0% | -49.7% |
| 3Y | +27.4% | +46.3% | -18.9% | -10.4% |
| 5Y | -47.6% | -24.6% | -23.0% | -53.1% |
| All | -38.6% | -24.9% | -13.7% | -44.1% |
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