-28.4%
SWK vs NTR
+103.6%
-132.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.4% |
| 7D | +0.1% | +3.8% | -3.7% | -1.5% |
| 30D | -8.9% | +25.2% | -34.2% | -17.2% |
| 3M | +20.5% | +21.0% | -0.5% | +10.3% |
| 6M | +27.1% | +7.6% | +19.5% | +20.5% |
| YTD | +30.2% | +32.9% | -2.7% | +11.3% |
| 1Y | +24.8% | +43.1% | -18.3% | +2.2% |
| 3Y | +16.3% | +41.6% | -25.3% | -6.8% |
| 5Y | -40.1% | +54.8% | -94.9% | -61.9% |
| All | -28.4% | +103.6% | -132.0% | -69.2% |
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