+58.1%
SWK vs NYT
+68.3%
-10.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.7% | +1.7% |
| 7D | +10.7% | +3.2% | +7.5% | +9.9% |
| 30D | +33.3% | +8.8% | +24.5% | +31.0% |
| 3M | +14.7% | +14.0% | +0.7% | +10.9% |
| 6M | +48.5% | -8.5% | +57.0% | +51.2% |
| YTD | +63.9% | +5.2% | +58.7% | +58.4% |
| 1Y | +80.4% | +19.1% | +61.3% | +66.9% |
| 3Y | +58.1% | +73.3% | -15.2% | +13.3% |
| All | +58.1% | +68.3% | -10.1% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling