+444.8%
NVDA vs SWK
-30.7%
+475.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -12.7% | -1.4% | -11.4% | -12.3% |
| 30D | -26.4% | +25.5% | -51.9% | -32.7% |
| 3M | -27.6% | +11.8% | -39.4% | -31.0% |
| 6M | -27.7% | +48.7% | -76.4% | -38.5% |
| YTD | -12.5% | +57.2% | -69.7% | -28.2% |
| 1Y | -12.6% | +75.3% | -87.9% | -31.7% |
| 3Y | +235.9% | +51.9% | +184.0% | +153.5% |
| All | +444.8% | -30.7% | +475.4% | +502.0% |
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 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