-9.9%
SWK vs NTR
+83.8%
-93.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.4% |
| 7D | +10.7% | +3.0% | +7.7% | +9.5% |
| 30D | +33.3% | +7.1% | +26.2% | +29.7% |
| 3M | +14.7% | +13.1% | +1.6% | +8.6% |
| 6M | +48.5% | +7.6% | +40.9% | +42.4% |
| YTD | +63.9% | +20.0% | +43.9% | +46.1% |
| 1Y | +80.4% | +30.2% | +50.2% | +54.4% |
| 3Y | +58.1% | +46.8% | +11.3% | +23.7% |
| 5Y | -24.5% | +22.7% | -47.2% | -44.6% |
| All | -9.9% | +83.8% | -93.7% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling