+1,517.2%
SWK vs NYT
+834.8%
+682.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +11.3% | +8.1% | +3.2% | +8.4% |
| 30D | +31.5% | +9.4% | +22.0% | +27.6% |
| 3M | +14.4% | +12.4% | +2.0% | +9.5% |
| 6M | +46.4% | -8.0% | +54.4% | +48.2% |
| YTD | +61.6% | +5.8% | +55.8% | +55.3% |
| 1Y | +78.7% | +17.4% | +61.4% | +66.0% |
| 3Y | +54.4% | +72.4% | -18.0% | +24.5% |
| 5Y | -25.3% | +61.3% | -86.6% | -39.6% |
| 10Y | +22.4% | +576.3% | -553.9% | -39.9% |
| All | +1,517.2% | +834.8% | +682.4% | +466.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling