-17.1%
SWKS vs NVD
-99.2%
+82.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.3% |
| 7D | +12.5% | -11.1% | +23.6% | +10.7% |
| 30D | +10.5% | -13.3% | +23.7% | +8.9% |
| 3M | -7.4% | -19.8% | +12.4% | -8.7% |
| 6M | +32.7% | -48.8% | +81.5% | +23.1% |
| YTD | +19.2% | -49.7% | +68.8% | +10.8% |
| 1Y | +2.4% | -61.4% | +63.8% | -7.2% |
| All | -17.1% | -99.2% | +82.1% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling