+1,240.6%
SWK vs NTRS
+7,693.4%
-6,452.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.4% | +0.4% | -0.8% | -0.6% |
| 30D | -5.7% | +1.7% | -7.4% | -6.5% |
| 3M | +24.1% | +8.9% | +15.2% | +19.1% |
| 6M | +24.7% | +30.6% | -5.9% | +10.2% |
| YTD | +33.9% | +38.7% | -4.7% | +14.8% |
| 1Y | +34.7% | +48.1% | -13.4% | +12.1% |
| 3Y | +15.3% | +165.5% | -150.2% | -26.2% |
| 5Y | -39.3% | +85.6% | -124.8% | -55.0% |
| 10Y | +2.5% | +246.1% | -243.6% | -41.2% |
| All | +1,240.6% | +7,693.4% | -6,452.9% | +258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling