-43.6%
SWKS vs NSC
+23.9%
-67.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +2.8% |
| 7D | -6.2% | -6.6% | +0.5% | -2.6% |
| 30D | -1.5% | +2.2% | -3.6% | -3.0% |
| 3M | +23.0% | -6.2% | +29.2% | +26.8% |
| 6M | +27.6% | +1.7% | +25.9% | +24.0% |
| YTD | +32.3% | +12.2% | +20.1% | +20.2% |
| 1Y | +20.1% | +15.4% | +4.7% | +7.2% |
| 3Y | +0.6% | +73.3% | -72.7% | -32.2% |
| All | -43.6% | +23.9% | -67.5% | -56.4% |
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