-25.3%
SWK vs NTR
+23.5%
-48.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +11.0% | +3.0% | +8.1% | +10.4% |
| 30D | +30.1% | +2.2% | +27.9% | +29.5% |
| 3M | +14.7% | +7.9% | +6.8% | +12.7% |
| 6M | +44.5% | -1.5% | +46.0% | +44.4% |
| YTD | +59.4% | +18.6% | +40.8% | +50.1% |
| 1Y | +77.5% | +31.7% | +45.8% | +62.5% |
| 3Y | +49.5% | +46.4% | +3.0% | +30.6% |
| All | -25.3% | +23.5% | -48.7% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling