-3.2%
SWK vs NTRS
+256.1%
-259.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.0% | -3.6% |
| 7D | -6.7% | +0.3% | -7.1% | -7.0% |
| 30D | -13.5% | +0.2% | -13.6% | -13.7% |
| 3M | +16.2% | +13.2% | +3.0% | +6.2% |
| 6M | +22.7% | +36.9% | -14.2% | -1.7% |
| YTD | +23.8% | +39.1% | -15.3% | -2.5% |
| 1Y | +20.9% | +50.4% | -29.5% | -9.8% |
| 3Y | +10.6% | +166.8% | -156.2% | -45.1% |
| 5Y | -42.5% | +92.9% | -135.3% | -65.5% |
| All | -3.2% | +256.1% | -259.3% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling