+39.2%
SW vs NVT
+498.9%
-459.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -1.4% |
| 7D | -2.6% | +3.5% | -6.0% | -3.4% |
| 30D | +7.2% | -28.2% | +35.4% | +12.9% |
| 3M | -10.5% | -30.1% | +19.6% | -5.7% |
| 6M | +9.9% | -32.5% | +42.4% | +16.0% |
| YTD | +17.2% | +15.2% | +2.0% | +10.4% |
| 1Y | +26.5% | +7.2% | +19.3% | +20.6% |
| 3Y | +47.7% | +134.2% | -86.5% | +19.3% |
| 5Y | +0.2% | +238.3% | -238.1% | -24.4% |
| All | +39.2% | +498.9% | -459.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling