+51.9%
SWK vs NTR
+47.6%
+4.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.4% | -0.3% | -1.0% | -1.3% |
| 30D | +25.5% | +2.0% | +23.5% | +25.0% |
| 3M | +11.8% | +6.4% | +5.4% | +10.4% |
| 6M | +48.7% | +1.6% | +47.1% | +48.0% |
| YTD | +57.2% | +18.2% | +39.0% | +46.3% |
| 1Y | +75.3% | +23.9% | +51.3% | +60.2% |
| 3Y | +51.9% | +44.7% | +7.3% | +26.2% |
| All | +51.9% | +47.6% | +4.4% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling