+16.3%
SWK vs NTRS
+166.2%
-149.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.2% |
| 7D | +0.1% | +1.7% | -1.6% | -1.0% |
| 30D | -8.9% | +0.1% | -9.1% | -9.1% |
| 3M | +20.5% | +9.8% | +10.7% | +12.4% |
| 6M | +27.1% | +34.7% | -7.6% | +2.4% |
| YTD | +30.2% | +37.4% | -7.2% | +2.5% |
| 1Y | +24.8% | +48.2% | -23.4% | -7.1% |
| 3Y | +16.3% | +163.5% | -147.2% | -44.2% |
| All | +16.3% | +166.2% | -149.9% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling