-42.9%
SWKS vs NVTS
-38.4%
-4.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.5% | -8.3% | +0.1% |
| 7D | -6.2% | +1.5% | -7.7% | -6.6% |
| 30D | -1.5% | -23.8% | +22.3% | +1.1% |
| 3M | +23.0% | -30.6% | +53.5% | +27.2% |
| 6M | +27.6% | -48.4% | +76.0% | +35.1% |
| YTD | +32.3% | +20.6% | +11.7% | +25.2% |
| 1Y | +20.1% | -2.5% | +22.7% | +15.5% |
| 3Y | +0.6% | +44.0% | -43.3% | -16.8% |
| 5Y | -42.3% | -42.6% | +0.3% | -52.6% |
| All | -42.9% | -38.4% | -4.4% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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