+27.1%
SW vs NVT
-5.2%
+32.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.9% | -1.6% |
| 7D | +2.3% | -15.7% | +18.0% | +3.6% |
| 30D | +6.8% | -36.6% | +43.4% | +12.4% |
| 3M | -5.2% | -34.8% | +29.7% | -1.1% |
| 6M | +7.4% | -38.2% | +45.7% | +13.2% |
| YTD | +17.4% | +4.8% | +12.6% | +10.1% |
| 1Y | +27.1% | -2.8% | +29.9% | +21.4% |
| All | +27.1% | -5.2% | +32.3% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling