+4.7%
SWKS vs NVT
+732.7%
-728.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | -0.2% |
| 7D | +11.8% | +10.4% | +1.5% | +6.6% |
| 30D | +6.7% | -1.3% | +8.0% | +6.9% |
| 3M | 0.0% | -0.6% | +0.6% | -0.9% |
| 6M | +38.7% | +53.8% | -15.0% | +8.9% |
| YTD | +21.4% | +60.2% | -38.8% | -7.8% |
| 1Y | +2.9% | +76.8% | -73.9% | -26.5% |
| 3Y | -16.4% | +191.2% | -207.6% | -57.6% |
| 5Y | -51.2% | +430.9% | -482.1% | -82.4% |
| All | +4.7% | +732.7% | -728.1% | -72.7% |
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