+146.9%
NEM vs SWKS
-42.6%
+189.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | +13.4% | -6.2% | +19.6% | +14.5% |
| 30D | +6.5% | -1.5% | +8.0% | +6.6% |
| 3M | +14.9% | +23.0% | -8.0% | +10.5% |
| 6M | +5.5% | +27.6% | -22.1% | +0.6% |
| YTD | +21.9% | +32.3% | -10.4% | +14.9% |
| 1Y | +47.9% | +20.1% | +27.8% | +41.5% |
| 3Y | +238.2% | +0.6% | +237.5% | +221.7% |
| All | +146.9% | -42.6% | +189.5% | +106.9% |
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