+1,377.5%
NVDL vs SWKS
-7.7%
+1,385.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.1% | -10.8% | -10.8% |
| 7D | -34.5% | -3.1% | -31.3% | -32.8% |
| 30D | -47.7% | +8.3% | -56.0% | -50.3% |
| 3M | -43.9% | +20.2% | -64.1% | -52.1% |
| 6M | -46.4% | +24.9% | -71.3% | -57.1% |
| YTD | -34.3% | +33.2% | -67.4% | -53.7% |
| 1Y | -44.0% | +23.6% | -67.6% | -57.8% |
| 3Y | +295.7% | +1.3% | +294.4% | +225.4% |
| All | +1,377.5% | -7.7% | +1,385.1% | +1,169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling