-26.3%
SWK vs NTR
+100.5%
-126.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.5% |
| 7D | -0.4% | +8.1% | -8.6% | -3.7% |
| 30D | -5.7% | +18.8% | -24.5% | -12.5% |
| 3M | +24.1% | +16.2% | +7.9% | +15.6% |
| 6M | +24.7% | +9.8% | +15.0% | +17.1% |
| YTD | +33.9% | +30.9% | +3.1% | +15.2% |
| 1Y | +34.7% | +41.8% | -7.1% | +10.7% |
| 3Y | +15.3% | +35.8% | -20.5% | -5.8% |
| 5Y | -39.3% | +51.0% | -90.3% | -60.9% |
| All | -26.3% | +100.5% | -126.9% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling