+8,007.1%
SWKS vs NYT
+763.5%
+7,243.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +12.5% | -1.3% | +13.8% | +13.0% |
| 30D | +10.5% | +2.7% | +7.7% | +9.4% |
| 3M | -7.4% | -10.3% | +2.9% | -5.0% |
| 6M | +32.7% | -16.6% | +49.2% | +38.2% |
| YTD | +19.2% | -2.3% | +21.4% | +17.2% |
| 1Y | +2.4% | +15.0% | -12.6% | -5.0% |
| 3Y | -25.6% | +57.1% | -82.8% | -38.7% |
| 5Y | -53.4% | +37.2% | -90.6% | -60.6% |
| 10Y | +23.2% | +464.3% | -441.2% | -36.2% |
| All | +8,007.1% | +763.5% | +7,243.7% | +3,987.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling