-20.6%
SWKS vs NVD
-99.2%
+78.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +2.4% |
| 7D | +11.8% | -7.7% | +19.5% | +10.6% |
| 30D | +6.7% | -5.8% | +12.5% | +6.4% |
| 3M | 0.0% | -23.2% | +23.2% | -2.2% |
| 6M | +38.7% | -49.7% | +88.5% | +28.1% |
| YTD | +21.4% | -47.7% | +69.0% | +13.4% |
| 1Y | +2.9% | -61.3% | +64.2% | -6.9% |
| 3Y | -16.4% | -99.2% | +82.8% | -49.1% |
| All | -20.6% | -99.2% | +78.6% | -51.6% |
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