-44.0%
NVDL vs SWKS
+20.8%
-64.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.1% | -10.8% | -10.9% |
| 7D | -34.5% | -3.1% | -31.3% | -34.1% |
| 30D | -47.7% | +8.3% | -56.0% | -48.2% |
| 3M | -43.9% | +20.2% | -64.1% | -45.2% |
| 6M | -46.4% | +24.9% | -71.3% | -46.1% |
| YTD | -34.3% | +33.2% | -67.4% | -36.1% |
| 1Y | -44.0% | +23.6% | -67.6% | -42.9% |
| All | -44.0% | +20.8% | -64.8% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling