+649.9%
NVDL vs SWKS
-3.5%
+653.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -3.3% |
| 7D | -10.3% | +19.4% | -29.7% | -20.5% |
| 30D | -7.1% | +26.8% | -33.9% | -20.7% |
| 3M | +6.6% | +21.5% | -14.9% | -7.0% |
| 6M | +21.1% | +61.0% | -39.9% | -19.5% |
| YTD | +15.2% | +42.2% | -27.0% | -17.7% |
| 1Y | +18.8% | +22.1% | -3.3% | -3.3% |
| 3Y | +649.9% | -0.9% | +650.8% | +618.7% |
| All | +649.9% | -3.5% | +653.4% | +618.7% |
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