+120.2%
NEM vs SWKS
-37.3%
+157.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -6.4% | +9.4% | -15.9% | -7.8% |
| 30D | +1.4% | +17.0% | -15.6% | -1.2% |
| 3M | -0.7% | +28.9% | -29.6% | -5.3% |
| 6M | -4.5% | +33.1% | -37.6% | -9.6% |
| YTD | +14.0% | +44.8% | -30.7% | +5.9% |
| 1Y | +27.3% | +36.2% | -8.9% | +19.3% |
| 3Y | +250.5% | +11.5% | +239.0% | +227.8% |
| All | +120.2% | -37.3% | +157.5% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling