+54.3%
SW vs NVDX
+454.9%
-400.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.7% | +8.9% | +1.0% |
| 7D | +1.8% | -23.4% | +25.2% | +3.9% |
| 30D | +7.0% | -41.5% | +48.5% | +11.8% |
| 3M | -7.6% | -41.1% | +33.5% | -3.9% |
| 6M | +8.5% | -40.9% | +49.4% | +12.2% |
| YTD | +17.7% | -29.1% | +46.8% | +18.7% |
| 1Y | +27.1% | -33.5% | +60.6% | +28.4% |
| 3Y | +48.2% | +369.1% | -320.9% | +29.4% |
| All | +54.3% | +454.9% | -400.6% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling