+439.2%
NEM vs SWK
+1,542.3%
-1,103.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +3.9% | +1.7% |
| 7D | +7.1% | +11.3% | -4.2% | +5.5% |
| 30D | +2.9% | +28.1% | -25.2% | -0.7% |
| 3M | +15.0% | +12.6% | +2.4% | +13.1% |
| 6M | +10.3% | +51.7% | -41.4% | +4.1% |
| YTD | +20.7% | +60.0% | -39.3% | +12.8% |
| 1Y | +48.0% | +72.7% | -24.6% | +36.9% |
| 3Y | +225.0% | +46.3% | +178.7% | +202.3% |
| 5Y | +143.7% | -24.6% | +168.4% | +141.9% |
| 10Y | +305.3% | +32.2% | +273.0% | +259.9% |
| All | +439.2% | +1,542.3% | -1,103.1% | +343.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling