-34.3%
NKE vs SWKS
+20.8%
-55.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +0.5% | -3.1% | +3.6% | +0.6% |
| 30D | +11.4% | +8.3% | +3.1% | +11.0% |
| 3M | -7.2% | +20.2% | -27.4% | -8.7% |
| 6M | -10.7% | +24.9% | -35.6% | -13.3% |
| YTD | -37.7% | +33.2% | -70.9% | -41.5% |
| 1Y | -34.3% | +23.6% | -57.9% | -36.9% |
| All | -34.3% | +20.8% | -55.1% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling