-23.7%
SWKS vs NXT
+246.1%
-269.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.1% | +0.4% |
| 7D | -6.2% | +32.2% | -38.4% | -10.5% |
| 30D | -1.5% | +21.9% | -23.4% | -5.0% |
| 3M | +23.0% | +6.6% | +16.4% | +20.9% |
| 6M | +27.6% | -16.8% | +44.4% | +29.5% |
| YTD | +32.3% | +20.4% | +11.9% | +25.7% |
| 1Y | +20.1% | -1.5% | +21.7% | +17.3% |
| 3Y | +0.6% | +182.4% | -181.7% | -21.1% |
| All | -23.7% | +246.1% | -269.8% | -41.4% |
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