+166.0%
NTRA vs SWK
-25.5%
+191.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -0.4% | -14.2% | -14.5% |
| 7D | -25.0% | +11.0% | -36.0% | -27.9% |
| 30D | -21.5% | +30.1% | -51.5% | -28.5% |
| 3M | +17.1% | +14.7% | +2.4% | +11.3% |
| 6M | +44.4% | +44.5% | -0.1% | +26.5% |
| YTD | +35.6% | +59.4% | -23.8% | +13.6% |
| 1Y | +56.5% | +77.5% | -21.0% | +25.9% |
| 3Y | +620.8% | +49.5% | +571.4% | +477.8% |
| All | +166.0% | -25.5% | +191.5% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling