+253.0%
NEM vs SWK
+15.2%
+237.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +23.1% | -5.7% | +28.8% | +24.6% |
| 3M | +18.5% | +24.1% | -5.6% | +13.2% |
| 6M | +7.8% | +24.7% | -16.9% | +2.5% |
| YTD | +29.1% | +33.9% | -4.8% | +21.1% |
| 1Y | +72.7% | +34.7% | +38.0% | +61.3% |
| All | +253.0% | +15.2% | +237.9% | +214.7% |
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