+724.4%
SW vs NTRS
+289.3%
+435.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.1% |
| 7D | +1.8% | +4.1% | -2.3% | +1.3% |
| 30D | +7.0% | +5.6% | +1.4% | +6.2% |
| 3M | -7.6% | -3.8% | -3.9% | -7.2% |
| 6M | +8.5% | +11.8% | -3.2% | +6.9% |
| YTD | +17.7% | +32.0% | -14.4% | +13.3% |
| 1Y | +27.1% | +39.6% | -12.5% | +21.6% |
| 3Y | +48.2% | +178.7% | -130.5% | +31.7% |
| 5Y | -2.3% | +69.0% | -71.4% | -10.2% |
| 10Y | +183.3% | +201.7% | -18.3% | +148.6% |
| All | +724.4% | +289.3% | +435.1% | +667.0% |
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