+167.9%
NTRA vs SWK
-38.7%
+206.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.1% |
| 3M | +47.8% | +24.1% | +23.7% | +37.4% |
| 6M | +61.6% | +24.7% | +36.9% | +49.4% |
| YTD | +43.3% | +33.9% | +9.3% | +28.3% |
| 1Y | +97.0% | +34.7% | +62.4% | +75.0% |
| 3Y | +424.9% | +15.3% | +409.6% | +366.7% |
| All | +167.9% | -38.7% | +206.7% | +163.6% |
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