-6.5%
NI vs SWK
+55.2%
-61.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.6% |
| 7D | 0.0% | +11.3% | -11.3% | -1.0% |
| 30D | +10.0% | +28.1% | -18.1% | +7.9% |
| 3M | +4.3% | +12.6% | -8.3% | +3.0% |
| 6M | -6.5% | +51.7% | -58.2% | -9.5% |
| All | -6.5% | +55.2% | -61.7% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling