+342.1%
NEM vs SWK
+17.8%
+324.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -4.5% |
| 7D | -5.9% | -2.0% | -4.0% | -5.5% |
| 30D | -2.6% | +24.6% | -27.1% | -6.1% |
| 3M | -4.2% | +10.8% | -15.0% | -5.9% |
| 6M | -5.5% | +46.1% | -51.5% | -11.3% |
| YTD | +13.5% | +56.8% | -43.3% | +5.1% |
| 1Y | +22.2% | +72.7% | -50.6% | +11.4% |
| 3Y | +249.0% | +49.9% | +199.1% | +219.4% |
| 5Y | +120.1% | -30.9% | +151.0% | +118.1% |
| All | +342.1% | +17.8% | +324.3% | +256.6% |
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