+238.2%
NEM vs SWK
+46.0%
+192.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +13.4% | +11.0% | +2.4% | +10.8% |
| 30D | +6.5% | +30.1% | -23.6% | +0.6% |
| 3M | +14.9% | +14.7% | +0.3% | +11.4% |
| 6M | +5.5% | +44.5% | -39.0% | -2.4% |
| YTD | +21.9% | +59.4% | -37.5% | +10.5% |
| 1Y | +47.9% | +77.5% | -29.6% | +32.0% |
| 3Y | +238.2% | +49.5% | +188.7% | +195.0% |
| All | +238.2% | +46.0% | +192.2% | +195.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling