+7,999.2%
NVDA vs SWK
+17.8%
+7,981.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.3% |
| 7D | -8.5% | -2.0% | -6.5% | -7.7% |
| 30D | -27.3% | +24.6% | -51.9% | -35.0% |
| 3M | -25.8% | +10.8% | -36.5% | -30.0% |
| 6M | -24.6% | +46.1% | -70.6% | -38.1% |
| YTD | -10.7% | +56.8% | -67.5% | -30.5% |
| 1Y | -14.0% | +72.7% | -86.8% | -36.5% |
| 3Y | +244.9% | +49.9% | +195.0% | +149.2% |
| 5Y | +449.3% | -30.9% | +480.2% | +497.7% |
| All | +7,999.2% | +17.8% | +7,981.4% | +6,269.8% |
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 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