-21.9%
NKE vs SWK
-0.7%
-21.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.0% |
| 7D | -2.3% | -4.6% | +2.2% | -0.4% |
| 30D | -10.4% | -9.9% | -0.5% | -6.3% |
| 3M | -15.5% | +15.4% | -30.9% | -21.2% |
| 6M | -32.6% | +25.0% | -57.6% | -39.8% |
| YTD | -39.8% | +27.2% | -67.1% | -46.7% |
| 1Y | -47.6% | +24.6% | -72.2% | -53.4% |
| 3Y | -59.0% | +13.7% | -72.7% | -63.6% |
| 5Y | -74.9% | -41.5% | -33.4% | -71.4% |
| 10Y | -21.9% | +0.7% | -22.6% | -35.3% |
| All | -21.9% | -0.7% | -21.3% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling