+32.4%
SWKS vs NI
+179.8%
-147.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | 0.0% |
| 7D | -2.7% | +0.4% | -3.2% | -2.9% |
| 30D | +8.5% | +11.3% | -2.8% | +4.0% |
| 3M | +17.3% | +6.5% | +10.8% | +14.3% |
| 6M | +25.1% | -2.3% | +27.4% | +25.6% |
| YTD | +33.3% | +10.8% | +22.5% | +26.9% |
| 1Y | +22.9% | +6.2% | +16.7% | +18.9% |
| 3Y | +5.5% | +98.7% | -93.1% | -22.4% |
| 5Y | -41.9% | +111.3% | -153.2% | -59.1% |
| 10Y | +32.4% | +178.1% | -145.7% | -14.8% |
| All | +32.4% | +179.8% | -147.4% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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