+10,574.6%
NVDA vs SWKS
+33.1%
+10,541.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.0% |
| 7D | -8.8% | -6.2% | -2.6% | -5.0% |
| 30D | -21.4% | -1.5% | -19.9% | -20.8% |
| 3M | -14.7% | +23.0% | -37.6% | -27.6% |
| 6M | -10.0% | +27.6% | -37.6% | -28.5% |
| YTD | +0.3% | +32.3% | -32.0% | -26.1% |
| 1Y | -0.5% | +20.1% | -20.7% | -21.7% |
| 3Y | +309.2% | +0.6% | +308.5% | +221.9% |
| 5Y | +530.1% | -42.3% | +572.4% | +685.1% |
| All | +10,574.6% | +33.1% | +10,541.5% | +7,939.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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