+194.4%
NXPI vs SWK
+2.4%
+192.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.7% |
| 7D | +1.9% | -0.4% | +2.4% | +2.2% |
| 30D | -1.4% | -5.7% | +4.3% | +2.0% |
| 3M | -29.1% | +24.1% | -53.1% | -37.9% |
| 6M | +6.2% | +24.7% | -18.5% | -8.4% |
| YTD | +5.9% | +33.9% | -28.1% | -13.0% |
| 1Y | +2.9% | +34.7% | -31.8% | -16.3% |
| 3Y | +14.5% | +15.3% | -0.8% | -2.4% |
| 5Y | +17.1% | -39.3% | +56.3% | +42.1% |
| All | +194.4% | +2.4% | +192.0% | +157.6% |
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