+42.3%
SWKS vs NTRA
+2,995.7%
-2,953.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.1% |
| 7D | +6.8% | +1.6% | +5.2% | +6.4% |
| 30D | +11.3% | +3.8% | +7.5% | +10.3% |
| 3M | +4.1% | +48.2% | -44.2% | -5.0% |
| 6M | +39.7% | +61.0% | -21.3% | +24.0% |
| YTD | +23.2% | +44.2% | -21.0% | +11.4% |
| 1Y | +5.3% | +87.3% | -82.0% | -10.3% |
| 3Y | -15.1% | +509.4% | -524.5% | -45.8% |
| 5Y | -50.3% | +175.1% | -225.4% | -65.4% |
| 10Y | +42.3% | +3,203.1% | -3,160.8% | -34.9% |
| All | +42.3% | +2,995.7% | -2,953.3% | -34.9% |
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