+271.6%
NEM vs SWK
+54.4%
+217.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.7% | -3.8% |
| 7D | +11.6% | +11.3% | +0.3% | +9.0% |
| 30D | +1.8% | +31.5% | -29.7% | -4.0% |
| 3M | +2.5% | +14.4% | -11.9% | -0.6% |
| 6M | +3.4% | +46.4% | -43.0% | -4.6% |
| YTD | +20.9% | +61.6% | -40.7% | +9.4% |
| 1Y | +37.2% | +78.7% | -41.5% | +22.4% |
| 3Y | +271.6% | +54.4% | +217.2% | +226.7% |
| All | +271.6% | +54.4% | +217.2% | +226.7% |
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