+226.9%
NXT vs SWK
+51.0%
+176.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.6% | -4.1% | -5.4% |
| 7D | +24.7% | +11.3% | +13.5% | +18.7% |
| 30D | +13.0% | +28.1% | -15.0% | +0.5% |
| 3M | -0.2% | +12.6% | -12.8% | -5.7% |
| 6M | -19.3% | +51.7% | -71.0% | -33.6% |
| YTD | +14.3% | +60.0% | -45.6% | -8.9% |
| 1Y | -11.0% | +72.7% | -83.6% | -31.5% |
| 3Y | +167.8% | +46.3% | +121.5% | +112.0% |
| All | +226.9% | +51.0% | +176.0% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling