-98.5%
NVD vs SWK
+43.2%
-141.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +4.0% |
| 7D | +28.6% | -1.4% | +30.0% | +28.0% |
| 30D | +73.6% | +25.5% | +48.2% | +90.3% |
| 3M | +70.1% | +11.8% | +58.3% | +77.9% |
| 6M | +53.6% | +48.7% | +4.9% | +84.2% |
| YTD | -7.0% | +57.2% | -64.2% | +16.8% |
| 1Y | -9.0% | +75.3% | -84.3% | +20.1% |
| 3Y | -98.3% | +51.9% | -150.3% | -97.4% |
| All | -98.5% | +43.2% | -141.7% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling