+35.3%
SWKS vs NTRA
+3,019.8%
-2,984.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.4% |
| 7D | -3.1% | -19.7% | +16.6% | +1.1% |
| 30D | +8.3% | -22.1% | +30.5% | +13.7% |
| 3M | +20.2% | -2.0% | +22.2% | +19.9% |
| 6M | +24.9% | +60.6% | -35.7% | +11.0% |
| YTD | +33.2% | +36.2% | -3.0% | +21.0% |
| 1Y | +23.6% | +51.0% | -27.4% | +9.6% |
| 3Y | +1.3% | +567.5% | -566.2% | -36.8% |
| 5Y | -40.6% | +191.6% | -232.2% | -59.4% |
| 10Y | +35.3% | +2,914.3% | -2,879.0% | -38.3% |
| All | +35.3% | +3,019.8% | -2,984.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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