+97.0%
NTRA vs SWK
+37.3%
+59.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | +19.5% | -5.7% | +25.2% | +21.5% |
| 3M | +47.8% | +24.1% | +23.7% | +41.0% |
| 6M | +61.6% | +24.7% | +36.9% | +51.7% |
| YTD | +43.3% | +33.9% | +9.3% | +33.0% |
| 1Y | +97.0% | +34.7% | +62.4% | +82.8% |
| All | +97.0% | +37.3% | +59.7% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling