+19.6%
SW vs NTRS
+170.3%
-150.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -5.1% | +0.4% | -5.5% | -5.3% |
| 30D | -4.6% | +1.7% | -6.3% | -5.6% |
| 3M | +9.4% | +8.9% | +0.5% | +4.1% |
| 6M | +3.5% | +30.6% | -27.1% | -11.3% |
| YTD | +22.0% | +38.7% | -16.7% | +0.3% |
| 1Y | +2.2% | +48.1% | -45.9% | -19.3% |
| All | +19.6% | +170.3% | -150.7% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling