+1,449.6%
NET vs SWK
-19.2%
+1,468.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -7.0% | -0.4% | -6.5% | -6.9% |
| 30D | -4.8% | -5.7% | +0.9% | -2.8% |
| 3M | +3.8% | +24.1% | -20.2% | -4.5% |
| 6M | +50.0% | +24.7% | +25.3% | +36.3% |
| YTD | +41.5% | +33.9% | +7.5% | +24.2% |
| 1Y | +32.8% | +34.7% | -1.8% | +15.6% |
| 3Y | +335.9% | +15.3% | +320.6% | +286.3% |
| 5Y | +113.8% | -39.3% | +153.1% | +110.8% |
| All | +1,449.6% | -19.2% | +1,468.8% | +1,360.6% |
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