+485.4%
NVDA vs SWK
-23.3%
+508.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.8% | -7.1% | -5.3% |
| 7D | -11.6% | +10.7% | -22.2% | -15.1% |
| 30D | -22.1% | +33.3% | -55.4% | -30.3% |
| 3M | -20.1% | +14.7% | -34.8% | -24.6% |
| 6M | -16.8% | +48.5% | -65.3% | -29.2% |
| YTD | -4.0% | +63.9% | -67.9% | -22.4% |
| 1Y | -4.8% | +80.4% | -85.2% | -26.3% |
| 3Y | +281.7% | +58.1% | +223.6% | +184.0% |
| 5Y | +485.4% | -24.5% | +509.9% | +530.9% |
| All | +485.4% | -23.3% | +508.6% | +530.9% |
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