-16.4%
SWKS vs NYT
+57.5%
-73.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | +11.8% | +0.3% | +11.5% | +11.8% |
| 30D | +6.7% | +7.0% | -0.2% | +5.5% |
| 3M | 0.0% | -7.9% | +7.9% | +1.0% |
| 6M | +38.7% | -15.0% | +53.7% | +41.8% |
| YTD | +21.4% | -1.3% | +22.6% | +17.3% |
| 1Y | +2.9% | +16.9% | -14.0% | -7.2% |
| 3Y | -16.4% | +58.9% | -75.3% | -34.8% |
| All | -16.4% | +57.5% | -73.9% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling