+40.7%
SW vs NVT
+404.8%
-364.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.8% | +11.3% | +0.8% |
| 7D | +4.7% | -28.8% | +33.4% | +10.7% |
| 30D | +5.0% | -43.3% | +48.3% | +15.6% |
| 3M | -7.3% | -39.2% | +31.9% | +0.2% |
| 6M | +15.0% | -41.8% | +56.7% | +24.7% |
| YTD | +18.5% | -2.9% | +21.4% | +15.2% |
| 1Y | +27.1% | -12.0% | +39.1% | +25.8% |
| 3Y | +49.3% | +102.8% | -53.5% | +24.0% |
| 5Y | -1.6% | +182.2% | -183.9% | -23.3% |
| All | +40.7% | +404.8% | -364.0% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling