+6.0%
SWKS vs NVDX
+376.7%
-370.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -9.0% | +11.7% | +4.0% |
| 7D | +10.9% | -17.5% | +28.4% | +13.6% |
| 30D | +17.6% | -49.2% | +66.8% | +28.6% |
| 3M | +29.2% | -49.3% | +78.5% | +40.8% |
| 6M | +37.0% | -52.0% | +88.9% | +48.8% |
| YTD | +44.9% | -39.1% | +84.0% | +49.3% |
| 1Y | +33.8% | -45.8% | +79.6% | +39.9% |
| 3Y | +10.2% | +281.3% | -271.1% | -19.1% |
| All | +6.0% | +376.7% | -370.7% | -25.8% |
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