+6.1%
SWKS vs NIO
-36.7%
+42.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | +12.5% | -13.0% | +25.6% | +14.6% |
| 30D | +10.5% | -18.3% | +28.8% | +13.4% |
| 3M | -7.4% | -33.2% | +25.8% | -2.3% |
| 6M | +32.7% | -21.5% | +54.2% | +35.3% |
| YTD | +19.2% | -25.5% | +44.7% | +22.1% |
| 1Y | +2.4% | -38.0% | +40.4% | +7.1% |
| 3Y | -25.6% | -65.5% | +39.8% | -20.2% |
| 5Y | -53.4% | -90.6% | +37.2% | -44.7% |
| All | +6.1% | -36.7% | +42.8% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling