+342.6%
NEM vs SWK
+26.9%
+315.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.7% | -3.9% |
| 7D | +11.6% | +11.3% | +0.3% | +9.6% |
| 30D | +1.8% | +31.5% | -29.7% | -2.8% |
| 3M | +2.5% | +14.4% | -11.9% | +0.1% |
| 6M | +3.4% | +46.4% | -43.0% | -3.1% |
| YTD | +20.9% | +61.6% | -40.7% | +11.4% |
| 1Y | +37.2% | +78.7% | -41.5% | +24.5% |
| 3Y | +271.6% | +54.4% | +217.2% | +238.6% |
| 5Y | +136.6% | -25.3% | +162.0% | +131.4% |
| 10Y | +342.6% | +22.4% | +320.3% | +267.5% |
| All | +342.6% | +26.9% | +315.8% | +267.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling