+186.7%
NXPI vs SWK
+29.6%
+157.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.8% |
| 7D | -4.4% | +11.0% | -15.4% | -10.6% |
| 30D | +5.6% | +30.1% | -24.5% | -10.2% |
| 3M | +7.6% | +14.7% | -7.1% | -1.5% |
| 6M | -17.6% | +44.5% | -62.1% | -34.6% |
| YTD | +15.9% | +59.4% | -43.5% | -14.8% |
| 1Y | +22.4% | +77.5% | -55.1% | -15.9% |
| 3Y | +43.2% | +49.5% | -6.2% | +4.3% |
| 5Y | +21.4% | -24.9% | +46.3% | +29.2% |
| All | +186.7% | +29.6% | +157.2% | +125.0% |
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