+22.2%
NEM vs SWK
+73.5%
-51.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.9% |
| 7D | -5.9% | -2.0% | -4.0% | -5.0% |
| 30D | -2.6% | +24.6% | -27.1% | -10.9% |
| 3M | -4.2% | +10.8% | -15.0% | -8.4% |
| 6M | -5.5% | +46.1% | -51.5% | -19.1% |
| YTD | +13.5% | +56.8% | -43.3% | -7.8% |
| 1Y | +22.2% | +72.7% | -50.6% | -2.9% |
| All | +22.2% | +73.5% | -51.3% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling