+289.7%
NEM vs SWKS
+25.6%
+264.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.4% |
| 7D | +0.3% | +12.5% | -12.2% | -1.6% |
| 30D | +23.1% | +10.5% | +12.6% | +21.0% |
| 3M | +18.5% | -7.4% | +25.9% | +19.6% |
| 6M | +7.8% | +32.7% | -24.9% | +2.2% |
| YTD | +29.1% | +19.2% | +9.9% | +24.2% |
| 1Y | +72.7% | +2.4% | +70.3% | +69.9% |
| 3Y | +248.7% | -25.6% | +274.4% | +250.5% |
| 5Y | +148.7% | -53.4% | +202.1% | +161.2% |
| All | +289.7% | +25.6% | +264.1% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling