+1,119.4%
NBIS vs SWKS
-17.2%
+1,136.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.8% | +5.9% | +6.9% |
| 7D | +22.2% | +11.8% | +10.4% | +16.2% |
| 30D | +29.7% | +6.7% | +23.0% | +26.1% |
| 3M | +11.9% | 0.0% | +11.9% | +11.3% |
| 6M | +173.0% | +38.7% | +134.3% | +125.7% |
| YTD | +191.4% | +21.4% | +170.0% | +154.4% |
| 1Y | +280.7% | +2.9% | +277.8% | +264.1% |
| All | +1,119.4% | -17.2% | +1,136.6% | +1,091.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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