+39.1%
SWKS vs NYT
+487.5%
-448.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.3% |
| 7D | +6.8% | -1.6% | +8.4% | +7.4% |
| 30D | +11.3% | +2.8% | +8.5% | +10.0% |
| 3M | +4.1% | -9.2% | +13.3% | +6.7% |
| 6M | +39.7% | -17.1% | +56.8% | +46.7% |
| YTD | +23.2% | -3.2% | +26.5% | +20.6% |
| 1Y | +5.3% | +15.7% | -10.4% | -4.9% |
| 3Y | -15.1% | +55.7% | -70.8% | -34.1% |
| 5Y | -50.3% | +39.4% | -89.7% | -61.0% |
| All | +39.1% | +487.5% | -448.4% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling