+43.1%
NEM vs SWKS
+21.0%
+22.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.4% |
| 7D | +14.7% | -2.7% | +17.5% | +15.1% |
| 30D | +6.2% | +8.5% | -2.3% | +4.7% |
| 3M | +11.0% | +17.3% | -6.3% | +7.5% |
| 6M | +7.9% | +25.1% | -17.2% | +4.1% |
| YTD | +26.2% | +33.3% | -7.2% | +21.7% |
| All | +43.1% | +21.0% | +22.2% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling