-2.3%
SW vs NTR
+51.4%
-53.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.5% |
| 7D | -5.1% | +8.1% | -13.2% | -6.2% |
| 30D | -4.6% | +18.8% | -23.3% | -7.0% |
| 3M | +9.4% | +16.2% | -6.8% | +6.9% |
| 6M | +3.5% | +9.8% | -6.2% | +1.3% |
| YTD | +22.0% | +30.9% | -8.8% | +15.6% |
| 1Y | +2.2% | +41.8% | -39.5% | -4.7% |
| 3Y | +19.6% | +35.8% | -16.2% | +10.3% |
| All | -2.3% | +51.4% | -53.8% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling