+755.0%
SW vs NTRS
+309.0%
+446.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -5.1% | +0.4% | -5.5% | -5.1% |
| 30D | -4.6% | +1.7% | -6.3% | -4.8% |
| 3M | +9.4% | +8.9% | +0.5% | +8.2% |
| 6M | +3.5% | +30.6% | -27.1% | -0.1% |
| YTD | +22.0% | +38.7% | -16.7% | +16.8% |
| 1Y | +2.2% | +48.1% | -45.9% | -2.9% |
| 3Y | +19.6% | +165.5% | -145.9% | +6.6% |
| 5Y | -2.3% | +85.6% | -87.9% | -11.0% |
| 10Y | +181.4% | +246.1% | -64.7% | +144.7% |
| All | +755.0% | +309.0% | +446.0% | +690.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling