+227.7%
NXT vs SWK
+52.5%
+175.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.1% |
| 7D | +4.0% | +11.3% | -7.3% | -1.2% |
| 30D | +15.9% | +31.5% | -15.5% | +1.7% |
| 3M | -3.0% | +14.4% | -17.4% | -9.1% |
| 6M | -20.7% | +46.4% | -67.1% | -33.7% |
| YTD | +14.6% | +61.6% | -47.0% | -9.1% |
| 1Y | -7.1% | +78.7% | -85.8% | -29.7% |
| 3Y | +189.4% | +54.4% | +135.0% | +122.9% |
| All | +227.7% | +52.5% | +175.2% | +152.1% |
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