-98.6%
NVD vs SWK
+47.2%
-145.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.4% | +12.3% | +10.3% |
| 7D | +43.9% | +11.3% | +32.6% | +49.9% |
| 30D | +74.0% | +31.5% | +42.6% | +94.4% |
| 3M | +48.3% | +14.4% | +33.9% | +56.4% |
| 6M | +30.3% | +46.4% | -16.1% | +54.9% |
| YTD | -12.9% | +61.6% | -74.5% | +10.6% |
| 1Y | -4.0% | +78.7% | -82.7% | +27.6% |
| 3Y | -98.5% | +54.4% | -152.9% | -97.6% |
| All | -98.6% | +47.2% | -145.8% | -97.9% |
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