+250.5%
NVDA vs SWKS
+4.2%
+246.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.4% |
| 7D | -18.3% | -3.1% | -15.1% | -17.5% |
| 30D | -26.3% | +8.3% | -34.7% | -28.1% |
| 3M | -22.3% | +20.2% | -42.5% | -27.5% |
| 6M | -21.3% | +24.9% | -46.3% | -28.6% |
| YTD | -9.2% | +33.2% | -42.4% | -21.6% |
| 1Y | -14.9% | +23.6% | -38.5% | -24.1% |
| 3Y | +250.5% | +1.3% | +249.2% | +233.5% |
| All | +250.5% | +4.2% | +246.2% | +233.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling