+27.6%
SWKS vs NSC
+324.6%
-297.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.2% |
| 7D | +12.5% | -5.5% | +18.0% | +16.4% |
| 30D | +10.5% | -3.2% | +13.7% | +12.4% |
| 3M | -7.4% | +7.7% | -15.1% | -12.6% |
| 6M | +32.7% | +4.5% | +28.1% | +26.4% |
| YTD | +19.2% | +15.6% | +3.6% | +6.4% |
| 1Y | +2.4% | +19.8% | -17.5% | -10.8% |
| 3Y | -25.6% | +70.1% | -95.7% | -49.6% |
| 5Y | -53.4% | +46.1% | -99.5% | -65.8% |
| All | +27.6% | +324.6% | -297.1% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling