+44.9%
SW vs NVT
+699.2%
-654.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.7% |
| 7D | -5.1% | +5.1% | -10.2% | -6.0% |
| 30D | -4.6% | -3.7% | -0.9% | -4.1% |
| 3M | +9.4% | -10.1% | +19.5% | +11.0% |
| 6M | +3.5% | +37.5% | -33.9% | -4.0% |
| YTD | +22.0% | +53.7% | -31.7% | +10.4% |
| 1Y | +2.2% | +70.9% | -68.7% | -9.8% |
| 3Y | +19.6% | +180.4% | -160.8% | -5.9% |
| 5Y | -2.3% | +393.5% | -395.8% | -30.1% |
| All | +44.9% | +699.2% | -654.3% | +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 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