+25.7%
SW vs NTR
+23.4%
+2.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -3.0% | -1.4% | -1.6% | -3.0% |
| 30D | +4.2% | +2.2% | +2.0% | +4.2% |
| 3M | -11.5% | +6.8% | -18.4% | -11.4% |
| 6M | +8.6% | +0.6% | +8.0% | +8.9% |
| YTD | +15.0% | +18.2% | -3.2% | +8.2% |
| 1Y | +25.7% | +21.3% | +4.4% | +16.0% |
| All | +25.7% | +23.4% | +2.3% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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