+39.7%
SW vs NVT
+487.2%
-447.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | -1.1% |
| 7D | +1.8% | -7.5% | +9.3% | +2.7% |
| 30D | +7.0% | -31.5% | +38.6% | +13.7% |
| 3M | -7.6% | -30.4% | +22.8% | -2.6% |
| 6M | +8.5% | -32.5% | +41.0% | +14.5% |
| YTD | +17.7% | +12.9% | +4.7% | +11.2% |
| 1Y | +27.1% | +3.7% | +23.3% | +21.9% |
| 3Y | +48.2% | +135.8% | -87.6% | +19.7% |
| 5Y | -2.3% | +232.7% | -235.0% | -26.1% |
| All | +39.7% | +487.2% | -447.5% | +1.0% |
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