-36.5%
SWKS vs NYT
+60.3%
-96.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.6% |
| 7D | +9.4% | +6.5% | +2.9% | +7.4% |
| 30D | +17.0% | +8.4% | +8.5% | +14.1% |
| 3M | +28.9% | +13.9% | +15.0% | +22.9% |
| 6M | +33.1% | -4.8% | +37.9% | +33.3% |
| YTD | +44.8% | +6.2% | +38.6% | +36.1% |
| 1Y | +36.2% | +14.3% | +21.9% | +23.8% |
| 3Y | +11.5% | +73.6% | -62.1% | -19.1% |
| All | -36.5% | +60.3% | -96.8% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling