+309.2%
NVDA vs SWK
+46.0%
+263.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +2.8% |
| 7D | -8.8% | +11.0% | -19.8% | -10.8% |
| 30D | -21.4% | +30.1% | -51.5% | -25.8% |
| 3M | -14.7% | +14.7% | -29.3% | -17.3% |
| 6M | -10.0% | +44.5% | -54.5% | -17.2% |
| YTD | +0.3% | +59.4% | -59.1% | -10.4% |
| 1Y | -0.5% | +77.5% | -78.1% | -13.4% |
| 3Y | +309.2% | +49.5% | +259.7% | +254.0% |
| All | +309.2% | +46.0% | +263.2% | +254.0% |
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