+7,836.4%
NVDA vs SWKS
+49.3%
+7,787.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -12.7% | +9.4% | -22.2% | -17.7% |
| 30D | -26.4% | +17.0% | -43.4% | -33.4% |
| 3M | -27.6% | +28.9% | -56.6% | -40.5% |
| 6M | -27.7% | +33.1% | -60.9% | -44.0% |
| YTD | -12.5% | +44.8% | -57.3% | -39.3% |
| 1Y | -12.6% | +36.2% | -48.9% | -36.9% |
| 3Y | +235.9% | +11.5% | +224.5% | +146.6% |
| 5Y | +438.2% | -37.1% | +475.3% | +534.5% |
| All | +7,836.4% | +49.3% | +7,787.1% | +5,072.3% |
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