-8.1%
SWKS vs NTR
+100.5%
-108.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.1% |
| 7D | +12.5% | +8.1% | +4.4% | +9.4% |
| 30D | +10.5% | +18.8% | -8.3% | +3.5% |
| 3M | -7.4% | +16.2% | -23.6% | -12.8% |
| 6M | +32.7% | +9.8% | +22.9% | +26.7% |
| YTD | +19.2% | +30.9% | -11.7% | +5.8% |
| 1Y | +2.4% | +41.8% | -39.4% | -12.4% |
| 3Y | -25.6% | +35.8% | -61.4% | -36.6% |
| 5Y | -53.4% | +51.0% | -104.5% | -66.2% |
| All | -8.1% | +100.5% | -108.6% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling