+2,672.5%
NVDL vs SWKS
-15.8%
+2,688.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -5.3% |
| 7D | +7.3% | +11.8% | -4.5% | -1.0% |
| 30D | -0.7% | +6.7% | -7.4% | -5.1% |
| 3M | +9.5% | 0.0% | +9.5% | +8.8% |
| 6M | +41.6% | +38.7% | +2.9% | +0.4% |
| YTD | +23.3% | +21.4% | +2.0% | -4.7% |
| 1Y | +40.3% | +2.9% | +37.4% | +25.7% |
| 3Y | +692.2% | -16.4% | +708.6% | +707.3% |
| All | +2,672.5% | -15.8% | +2,688.4% | +2,513.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling