-37.0%
SWKS vs NSC
+34.1%
-71.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.3% |
| 7D | +10.9% | +1.6% | +9.2% | +9.8% |
| 30D | +17.6% | +4.2% | +13.4% | +14.7% |
| 3M | +29.2% | -0.2% | +29.4% | +28.8% |
| 6M | +37.0% | +7.6% | +29.4% | +29.0% |
| YTD | +44.9% | +17.4% | +27.6% | +28.5% |
| 1Y | +33.8% | +18.3% | +15.5% | +18.0% |
| 3Y | +10.2% | +79.8% | -69.6% | -27.3% |
| 5Y | -37.0% | +34.3% | -71.3% | -53.1% |
| All | -37.0% | +34.1% | -71.1% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling