+2.8%
SWKS vs NVT
+699.2%
-696.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.3% |
| 7D | +12.5% | +5.1% | +7.4% | +9.8% |
| 30D | +10.5% | -3.7% | +14.2% | +12.0% |
| 3M | -7.4% | -10.1% | +2.8% | -3.5% |
| 6M | +32.7% | +37.5% | -4.8% | +10.1% |
| YTD | +19.2% | +53.7% | -34.6% | -7.6% |
| 1Y | +2.4% | +70.9% | -68.5% | -25.6% |
| 3Y | -25.6% | +180.4% | -206.0% | -61.6% |
| 5Y | -53.4% | +393.5% | -446.9% | -82.6% |
| All | +2.8% | +699.2% | -696.5% | -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 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