+570.0%
NBIS vs SWK
+19.4%
+550.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.9% | -4.7% |
| 7D | -11.6% | +11.3% | -22.9% | -15.4% |
| 30D | -39.4% | +31.5% | -70.9% | -46.3% |
| 3M | -27.2% | +14.4% | -41.6% | -31.6% |
| 6M | -24.3% | +46.4% | -70.7% | -36.5% |
| YTD | +60.1% | +61.6% | -1.5% | +25.8% |
| 1Y | +21.9% | +78.7% | -56.9% | -9.4% |
| All | +570.0% | +19.4% | +550.6% | +442.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 all: compounded portfolio wealth divided by compounded SWK 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…
all analysis · Full analysis span regression · 6 months rolling