-98.8%
NVD vs SWK
+49.3%
-148.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.8% | +5.9% | +9.8% |
| 7D | +23.8% | +10.7% | +13.1% | +28.5% |
| 30D | +57.0% | +33.3% | +23.6% | +76.3% |
| 3M | +41.6% | +14.7% | +26.9% | +49.3% |
| 6M | +17.6% | +48.5% | -30.9% | +40.4% |
| YTD | -21.4% | +63.9% | -85.3% | +0.2% |
| 1Y | -23.3% | +80.4% | -103.7% | +2.2% |
| 3Y | -98.7% | +58.1% | -156.8% | -97.9% |
| All | -98.8% | +49.3% | -148.1% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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