+479.4%
NBIS vs SWKS
-1.2%
+480.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.1% | -9.8% | -9.9% |
| 7D | -10.5% | +9.4% | -19.9% | -13.9% |
| 30D | -37.7% | +17.0% | -54.7% | -41.4% |
| 3M | -54.6% | +28.9% | -83.5% | -60.0% |
| 6M | -44.1% | +33.1% | -77.2% | -52.0% |
| YTD | +38.4% | +44.8% | -6.4% | +10.3% |
| 1Y | +30.7% | +36.2% | -5.5% | +8.1% |
| All | +479.4% | -1.2% | +480.6% | +416.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling