+17.0%
SWK vs NTRS
+51.4%
-34.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -7.5% | +1.4% | -8.9% | -8.3% |
| 30D | -12.5% | -0.7% | -11.9% | -12.3% |
| 3M | +8.3% | +11.3% | -3.0% | +1.0% |
| 6M | +23.4% | +35.5% | -12.2% | +1.3% |
| YTD | +23.8% | +40.6% | -16.8% | -2.9% |
| 1Y | +17.0% | +49.2% | -32.2% | -12.4% |
| All | +17.0% | +51.4% | -34.4% | -12.4% |
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 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