+2,788.3%
NVDL vs SWKS
-17.4%
+2,805.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | -0.9% |
| 7D | +11.7% | +12.5% | -0.8% | +2.6% |
| 30D | +7.8% | +10.5% | -2.7% | +0.6% |
| 3M | +3.3% | -7.4% | +10.7% | +9.1% |
| 6M | +38.9% | +32.7% | +6.2% | +2.2% |
| YTD | +28.5% | +19.2% | +9.3% | +0.6% |
| 1Y | +40.6% | +2.4% | +38.2% | +26.1% |
| 3Y | +648.7% | -25.6% | +674.3% | +770.0% |
| All | +2,788.3% | -17.4% | +2,805.6% | +2,659.8% |
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