-18.6%
SWKS vs NXT
+231.9%
-250.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.8% | +5.2% | +5.8% |
| 7D | +5.7% | -5.7% | +11.4% | +6.6% |
| 30D | +17.3% | +18.5% | -1.2% | +13.6% |
| 3M | +28.3% | -4.1% | +32.4% | +28.2% |
| 6M | +26.1% | -20.3% | +46.4% | +28.7% |
| YTD | +41.1% | +15.5% | +25.6% | +34.8% |
| 1Y | +31.4% | -5.0% | +36.4% | +29.0% |
| 3Y | +7.3% | +191.6% | -184.4% | -16.3% |
| All | -18.6% | +231.9% | -250.5% | -37.1% |
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