+139.3%
SW vs NTRS
+246.9%
-107.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.2% |
| 7D | -2.6% | +1.7% | -4.3% | -3.0% |
| 30D | -7.5% | +0.1% | -7.6% | -7.6% |
| 3M | +10.3% | +9.8% | +0.4% | +7.5% |
| 6M | +5.4% | +34.7% | -29.2% | -2.6% |
| YTD | +17.9% | +37.4% | -19.5% | +8.1% |
| 1Y | -2.4% | +48.2% | -50.5% | -12.2% |
| 3Y | +28.7% | +163.5% | -134.8% | +1.7% |
| 5Y | -5.7% | +88.2% | -93.9% | -22.3% |
| 10Y | +139.3% | +246.8% | -107.6% | +108.4% |
| All | +139.3% | +246.9% | -107.7% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling