-98.8%
NVD vs SWK
+46.0%
-144.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.6% |
| 7D | +16.8% | +11.0% | +5.8% | +21.5% |
| 30D | +54.3% | +30.1% | +24.3% | +71.3% |
| 3M | +24.3% | +14.7% | +9.6% | +31.2% |
| 6M | +0.6% | +44.5% | -43.9% | +18.5% |
| YTD | -27.7% | +59.4% | -87.1% | -9.1% |
| 1Y | -29.4% | +77.5% | -106.9% | -6.9% |
| 3Y | -98.8% | +49.5% | -148.3% | -98.3% |
| All | -98.8% | +46.0% | -144.8% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling