+327.1%
NET vs SWKS
-25.5%
+352.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -3.1% |
| 7D | -7.0% | +12.5% | -19.5% | -10.7% |
| 30D | -4.8% | +10.5% | -15.3% | -8.0% |
| 3M | +3.8% | -7.4% | +11.2% | +5.8% |
| 6M | +50.0% | +32.7% | +17.4% | +31.5% |
| YTD | +41.5% | +19.2% | +22.3% | +28.6% |
| 1Y | +32.8% | +2.4% | +30.4% | +27.6% |
| All | +327.1% | -25.5% | +352.5% | +300.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling