-36.5%
SWKS vs NI
+113.9%
-150.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +9.4% | +4.3% | +5.1% | +8.1% |
| 30D | +17.0% | +12.4% | +4.6% | +13.0% |
| 3M | +28.9% | +10.2% | +18.8% | +25.2% |
| 6M | +33.1% | -0.8% | +33.9% | +33.1% |
| YTD | +44.8% | +13.2% | +31.6% | +38.1% |
| 1Y | +36.2% | +10.1% | +26.1% | +31.2% |
| 3Y | +11.5% | +103.1% | -91.6% | -15.1% |
| All | -36.5% | +113.9% | -150.5% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling