+2,622.7%
NVDL vs SWKS
-14.6%
+2,637.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.9% |
| 7D | -0.8% | +6.8% | -7.6% | -5.5% |
| 30D | +3.4% | +11.3% | -7.9% | -4.2% |
| 3M | +8.1% | +4.1% | +4.1% | +4.4% |
| 6M | +31.9% | +39.7% | -7.8% | -6.9% |
| YTD | +21.1% | +23.2% | -2.1% | -7.5% |
| 1Y | +34.0% | +5.3% | +28.8% | +17.9% |
| 3Y | +677.9% | -15.1% | +693.1% | +683.9% |
| All | +2,622.7% | -14.6% | +2,637.3% | +2,437.3% |
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