-2.3%
SW vs NTRS
+64.9%
-67.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.9% | +3.2% | -6.1% | -4.1% |
| 30D | +5.0% | +9.6% | -4.6% | +1.3% |
| 3M | -13.7% | -6.0% | -7.7% | -11.8% |
| 6M | +8.0% | +10.4% | -2.4% | +3.5% |
| YTD | +14.0% | +32.5% | -18.5% | +1.1% |
| 1Y | +25.6% | +41.2% | -15.6% | +8.8% |
| 3Y | +40.1% | +173.4% | -133.3% | -2.7% |
| All | -2.3% | +64.9% | -67.2% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling