-6.4%
SWKS vs NTR
+103.6%
-110.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.3% |
| 7D | +11.8% | +3.8% | +8.0% | +10.3% |
| 30D | +6.7% | +25.2% | -18.5% | -1.8% |
| 3M | 0.0% | +21.0% | -21.0% | -7.3% |
| 6M | +38.7% | +7.6% | +31.1% | +33.6% |
| YTD | +21.4% | +32.9% | -11.5% | +7.2% |
| 1Y | +2.9% | +43.1% | -40.2% | -12.2% |
| 3Y | -16.4% | +41.6% | -58.0% | -29.9% |
| 5Y | -51.2% | +54.8% | -105.9% | -65.0% |
| All | -6.4% | +103.6% | -110.0% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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