+444.6%
NEM vs SWKS
+9,235.4%
-8,790.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +1.0% |
| 7D | +13.4% | -6.2% | +19.6% | +13.6% |
| 30D | +6.5% | -1.5% | +8.0% | +6.5% |
| 3M | +14.9% | +23.0% | -8.0% | +14.0% |
| 6M | +5.5% | +27.6% | -22.1% | +4.5% |
| YTD | +21.9% | +32.3% | -10.4% | +20.4% |
| 1Y | +47.9% | +20.1% | +27.8% | +46.5% |
| 3Y | +238.2% | +0.6% | +237.5% | +235.4% |
| 5Y | +146.2% | -42.3% | +188.5% | +146.9% |
| 10Y | +309.3% | +35.9% | +273.4% | +300.0% |
| All | +444.6% | +9,235.4% | -8,790.8% | +482.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling