+212.0%
NXT vs SWK
+48.3%
+163.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -9.4% | -1.4% | -8.0% | -8.7% |
| 30D | +15.1% | +25.5% | -10.3% | +3.4% |
| 3M | -9.1% | +11.8% | -20.9% | -13.8% |
| 6M | -30.3% | +48.7% | -79.0% | -42.0% |
| YTD | +9.1% | +57.2% | -48.1% | -12.3% |
| 1Y | +7.9% | +75.3% | -67.4% | -17.5% |
| 3Y | +176.5% | +51.9% | +124.5% | +114.7% |
| All | +212.0% | +48.3% | +163.6% | +143.4% |
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