-2.6%
SW vs NVT
+201.4%
-204.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.9% | -2.7% |
| 7D | +2.3% | -15.7% | +18.0% | +5.6% |
| 30D | +6.8% | -36.6% | +43.4% | +17.5% |
| 3M | -5.2% | -34.8% | +29.7% | +2.9% |
| 6M | +7.4% | -38.2% | +45.7% | +17.5% |
| YTD | +17.4% | +4.8% | +12.6% | +9.4% |
| 1Y | +27.1% | -2.8% | +29.9% | +20.7% |
| 3Y | +47.9% | +119.5% | -71.7% | +7.4% |
| All | -2.6% | +201.4% | -204.0% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling