+244.4%
NXT vs SWK
+50.4%
+194.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.5% |
| 7D | +32.2% | +11.0% | +21.2% | +26.0% |
| 30D | +21.9% | +30.1% | -8.1% | +7.6% |
| 3M | +6.6% | +14.7% | -8.1% | -0.1% |
| 6M | -16.8% | +44.5% | -61.3% | -30.0% |
| YTD | +20.4% | +59.4% | -39.0% | -3.9% |
| 1Y | -1.5% | +77.5% | -79.1% | -25.2% |
| 3Y | +182.4% | +49.5% | +132.9% | +121.1% |
| All | +244.4% | +50.4% | +194.0% | +166.7% |
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