+1,266.3%
NVDL vs SWKS
+0.4%
+1,265.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -24.8% | +9.4% | -34.2% | -29.4% |
| 30D | -48.0% | +17.0% | -65.0% | -53.2% |
| 3M | -51.5% | +28.9% | -80.5% | -60.6% |
| 6M | -54.9% | +33.1% | -88.1% | -65.3% |
| YTD | -39.2% | +44.8% | -84.0% | -59.6% |
| 1Y | -41.1% | +36.2% | -77.3% | -58.7% |
| 3Y | +262.9% | +11.5% | +251.4% | +177.5% |
| All | +1,266.3% | +0.4% | +1,265.9% | +1,007.9% |
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 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