-16.5%
SWKS vs NXT
+213.5%
-230.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +9.4% | -9.4% | +18.8% | +11.0% |
| 30D | +17.0% | +15.1% | +1.9% | +13.7% |
| 3M | +28.9% | -9.1% | +38.0% | +29.8% |
| 6M | +33.1% | -30.3% | +63.5% | +38.6% |
| YTD | +44.8% | +9.1% | +35.7% | +39.5% |
| 1Y | +36.2% | +7.9% | +28.3% | +31.2% |
| 3Y | +11.5% | +176.5% | -165.0% | -12.4% |
| All | -16.5% | +213.5% | -230.0% | -35.0% |
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