+2.4%
SWKS vs NSC
+20.4%
-18.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.5% |
| 7D | +12.5% | -5.5% | +18.0% | +13.3% |
| 30D | +10.5% | -3.2% | +13.7% | +10.9% |
| 3M | -7.4% | +7.7% | -15.1% | -10.1% |
| 6M | +32.7% | +4.5% | +28.1% | +31.5% |
| YTD | +19.2% | +15.6% | +3.6% | +8.3% |
| 1Y | +2.4% | +19.8% | -17.5% | -8.9% |
| All | +2.4% | +20.4% | -18.0% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling