+1,469.7%
SWK vs NTRS
+7,319.3%
-5,849.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.0% |
| 7D | -2.0% | +3.7% | -5.6% | -3.5% |
| 30D | +24.6% | +6.1% | +18.5% | +21.4% |
| 3M | +10.8% | -6.7% | +17.5% | +14.2% |
| 6M | +46.1% | +10.5% | +35.6% | +39.2% |
| YTD | +56.8% | +32.0% | +24.8% | +37.4% |
| 1Y | +72.7% | +37.0% | +35.7% | +48.9% |
| 3Y | +49.9% | +173.6% | -123.7% | -5.1% |
| 5Y | -30.9% | +64.4% | -95.3% | -46.0% |
| 10Y | +18.1% | +191.4% | -173.3% | -27.4% |
| All | +1,469.7% | +7,319.3% | -5,849.5% | +328.4% |
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 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