+24.9%
SWKS vs NVT
+488.5%
-463.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +9.4% | +8.0% | +1.5% | +5.5% |
| 30D | +17.0% | -24.8% | +41.8% | +30.8% |
| 3M | +28.9% | -32.4% | +61.4% | +50.5% |
| 6M | +33.1% | -33.5% | +66.6% | +55.2% |
| YTD | +44.8% | +13.2% | +31.6% | +26.3% |
| 1Y | +36.2% | +9.0% | +27.2% | +20.6% |
| 3Y | +11.5% | +129.4% | -117.9% | -38.6% |
| 5Y | -37.1% | +230.1% | -267.1% | -72.1% |
| All | +24.9% | +488.5% | -463.6% | -62.6% |
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 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