+7,725.7%
NVDA vs SWKS
+35.1%
+7,690.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.4% |
| 7D | -18.3% | -3.1% | -15.1% | -16.5% |
| 30D | -26.3% | +8.3% | -34.7% | -30.0% |
| 3M | -22.3% | +20.2% | -42.5% | -33.1% |
| 6M | -21.3% | +24.9% | -46.3% | -36.7% |
| YTD | -9.2% | +33.2% | -42.4% | -33.5% |
| 1Y | -14.9% | +23.6% | -38.5% | -34.5% |
| 3Y | +250.5% | +1.3% | +249.2% | +174.3% |
| 5Y | +475.8% | -40.6% | +516.4% | +603.3% |
| All | +7,725.7% | +35.1% | +7,690.5% | +5,267.1% |
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