-45.4%
SWKS vs NYT
+39.3%
-84.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.8% | +9.8% |
| 7D | +17.5% | -0.7% | +18.3% | +17.8% |
| 30D | +23.0% | +4.5% | +18.5% | +21.2% |
| 3M | +19.5% | -8.5% | +28.1% | +21.8% |
| 6M | +54.3% | -15.1% | +69.4% | +59.5% |
| YTD | +35.3% | -3.3% | +38.6% | +31.9% |
| 1Y | +17.9% | +17.0% | +0.9% | +5.5% |
| 3Y | -6.8% | +55.7% | -62.5% | -28.6% |
| 5Y | -45.4% | +38.9% | -84.3% | -61.4% |
| All | -45.4% | +39.3% | -84.7% | -61.4% |
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