-2.6%
SWKS vs NVDX
+394.1%
-396.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.0% | +10.8% | +1.4% |
| 7D | -3.1% | -34.6% | +31.5% | +2.5% |
| 30D | +8.3% | -47.9% | +56.2% | +18.1% |
| 3M | +20.2% | -44.4% | +64.7% | +29.4% |
| 6M | +24.9% | -47.3% | +72.3% | +34.1% |
| YTD | +33.2% | -36.9% | +70.0% | +36.6% |
| 1Y | +23.6% | -46.8% | +70.4% | +29.8% |
| 3Y | +1.3% | +295.2% | -293.9% | -26.0% |
| All | -2.6% | +394.1% | -396.7% | -32.1% |
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