+14.1%
SWKS vs NVT
+445.0%
-430.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.0% | -6.8% | -2.5% |
| 7D | -6.2% | -15.7% | +9.5% | +0.5% |
| 30D | -1.5% | -36.6% | +35.1% | +19.4% |
| 3M | +23.0% | -34.8% | +57.8% | +46.0% |
| 6M | +27.6% | -38.2% | +65.8% | +54.2% |
| YTD | +32.3% | +4.8% | +27.5% | +19.7% |
| 1Y | +20.1% | -2.8% | +22.9% | +12.4% |
| 3Y | +0.6% | +119.5% | -118.9% | -43.5% |
| 5Y | -42.3% | +204.7% | -247.0% | -73.4% |
| All | +14.1% | +445.0% | -430.9% | -64.6% |
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