-31.3%
SWKS vs NXT
+178.8%
-210.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.3% |
| 7D | +12.5% | -1.1% | +13.6% | +12.7% |
| 30D | +10.5% | -15.3% | +25.8% | +13.4% |
| 3M | -7.4% | -43.8% | +36.4% | +0.7% |
| 6M | +32.7% | -18.7% | +51.3% | +35.7% |
| YTD | +19.2% | -3.0% | +22.2% | +17.8% |
| 1Y | +2.4% | +22.7% | -20.3% | -3.2% |
| 3Y | -25.6% | +95.9% | -121.5% | -37.8% |
| All | -31.3% | +178.8% | -210.0% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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