+1.5%
NFLX vs SWK
-25.4%
+27.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.7% |
| 7D | +5.7% | +11.3% | -5.6% | +3.2% |
| 30D | -4.6% | +28.1% | -32.6% | -9.5% |
| 3M | -11.6% | +12.6% | -24.2% | -14.0% |
| 6M | -25.4% | +51.7% | -77.1% | -32.2% |
| YTD | -30.1% | +60.0% | -90.0% | -37.9% |
| 1Y | -40.3% | +72.7% | -113.0% | -48.2% |
| 3Y | +51.6% | +46.3% | +5.3% | +29.3% |
| 5Y | +1.5% | -24.6% | +26.1% | +13.4% |
| All | +1.5% | -25.4% | +27.0% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling