+85.2%
SWK vs NTR
+36.7%
+48.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +4.0% | +9.1% | +13.2% |
| 7D | +17.9% | +4.3% | +13.6% | +18.0% |
| 30D | +31.9% | +2.6% | +29.4% | +31.9% |
| 3M | +16.6% | +8.5% | +8.0% | +17.6% |
| 6M | +61.1% | -3.3% | +64.5% | +61.9% |
| YTD | +64.2% | +19.6% | +44.6% | +58.9% |
| 1Y | +85.2% | +37.6% | +47.6% | +71.7% |
| All | +85.2% | +36.7% | +48.5% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling