+1,381.0%
NET vs SWKS
+19.5%
+1,361.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.1% |
| 7D | -16.4% | -4.9% | -11.4% | -14.1% |
| 30D | -25.8% | -1.2% | -24.7% | -25.7% |
| 3M | -11.5% | +24.2% | -35.7% | -23.9% |
| 6M | +18.9% | +21.5% | -2.6% | -0.4% |
| YTD | +35.2% | +33.5% | +1.7% | +4.8% |
| 1Y | +14.5% | +18.9% | -4.5% | -5.1% |
| 3Y | +313.8% | +0.4% | +313.4% | +238.2% |
| 5Y | +32.6% | -44.3% | +76.9% | +56.3% |
| All | +1,381.0% | +19.5% | +1,361.5% | +1,149.2% |
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