+8,902.0%
SWKS vs NSC
+5,576.5%
+3,325.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +2.6% |
| 7D | -6.2% | -6.6% | +0.5% | -3.0% |
| 30D | -1.5% | +2.2% | -3.6% | -2.7% |
| 3M | +23.0% | -6.2% | +29.2% | +26.4% |
| 6M | +27.6% | +1.7% | +25.9% | +24.9% |
| YTD | +32.3% | +12.2% | +20.1% | +23.0% |
| 1Y | +20.1% | +15.4% | +4.7% | +10.1% |
| 3Y | +0.6% | +73.3% | -72.7% | -25.2% |
| 5Y | -42.3% | +24.7% | -67.0% | -50.0% |
| 10Y | +35.9% | +324.5% | -288.6% | -35.1% |
| All | +8,902.0% | +5,576.5% | +3,325.5% | +1,601.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling