-5.1%
SWKS vs NVD
-98.6%
+93.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.0% | -6.3% | +4.0% |
| 7D | +10.9% | +17.0% | -6.1% | +13.7% |
| 30D | +17.6% | +77.3% | -59.7% | +28.8% |
| 3M | +29.2% | +61.6% | -32.4% | +40.6% |
| 6M | +37.0% | +40.7% | -3.7% | +48.2% |
| YTD | +44.9% | -10.5% | +55.4% | +47.9% |
| 1Y | +33.8% | -6.1% | +39.9% | +38.3% |
| 3Y | +10.2% | -98.4% | +108.6% | -26.1% |
| All | -5.1% | -98.6% | +93.5% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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