+7,836.4%
NVDA vs SWK
+18.1%
+7,818.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -12.7% | -1.4% | -11.4% | -12.2% |
| 30D | -26.4% | +25.5% | -51.9% | -34.4% |
| 3M | -27.6% | +11.8% | -39.4% | -32.1% |
| 6M | -27.7% | +48.7% | -76.4% | -41.2% |
| YTD | -12.5% | +57.2% | -69.7% | -31.9% |
| 1Y | -12.6% | +75.3% | -87.9% | -36.0% |
| 3Y | +235.9% | +51.9% | +184.0% | +140.9% |
| 5Y | +438.2% | -30.7% | +469.0% | +485.0% |
| All | +7,836.4% | +18.1% | +7,818.3% | +6,135.4% |
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