+85.2%
SWK vs NTRS
+43.5%
+41.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +3.1% | +10.0% | +11.4% |
| 7D | +17.9% | +3.6% | +14.3% | +15.9% |
| 30D | +31.9% | +4.3% | +27.6% | +29.2% |
| 3M | +16.6% | -1.9% | +18.5% | +17.2% |
| 6M | +61.1% | +11.4% | +49.7% | +49.2% |
| YTD | +64.2% | +32.3% | +31.9% | +31.9% |
| 1Y | +85.2% | +42.5% | +42.7% | +38.2% |
| All | +85.2% | +43.5% | +41.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling