+1,381.0%
NET vs SWK
-1.0%
+1,382.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +13.1% | -15.7% | -7.0% |
| 7D | -16.4% | +17.9% | -34.3% | -21.5% |
| 30D | -25.8% | +31.9% | -57.8% | -33.2% |
| 3M | -11.5% | +16.6% | -28.1% | -16.9% |
| 6M | +18.9% | +61.1% | -42.2% | -1.5% |
| YTD | +35.2% | +64.2% | -29.0% | +9.4% |
| 1Y | +14.5% | +85.2% | -70.8% | -11.8% |
| 3Y | +313.8% | +50.2% | +263.6% | +230.1% |
| 5Y | +32.6% | -22.8% | +55.4% | +20.1% |
| All | +1,381.0% | -1.0% | +1,382.0% | +1,187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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