+0.3%
SWK vs NIO
-46.7%
+47.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -2.3% |
| 7D | +11.3% | -3.6% | +14.9% | +11.7% |
| 30D | +28.1% | -8.0% | +36.1% | +29.2% |
| 3M | +12.6% | -31.2% | +43.8% | +17.1% |
| 6M | +51.7% | -45.8% | +97.5% | +61.3% |
| YTD | +60.0% | -37.3% | +97.2% | +66.3% |
| 1Y | +72.7% | -56.1% | +128.8% | +86.4% |
| 3Y | +46.3% | -61.1% | +107.4% | +53.1% |
| 5Y | -24.6% | -92.4% | +67.8% | -13.4% |
| All | +0.3% | -46.7% | +47.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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