+6.0%
NI vs SWK
+71.2%
-65.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.9% | +11.0% | -12.0% | -1.9% |
| 30D | +9.6% | +30.1% | -20.4% | +7.3% |
| 3M | +2.5% | +14.7% | -12.2% | +1.1% |
| 6M | -5.8% | +44.5% | -50.3% | -8.9% |
| YTD | +8.6% | +59.4% | -50.8% | +4.1% |
| 1Y | +6.0% | +77.5% | -71.6% | +0.7% |
| All | +6.0% | +71.2% | -65.2% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling