+5.5%
SWKS vs NTRA
+574.5%
-569.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.4% | +0.2% |
| 7D | -2.7% | -15.4% | +12.7% | +0.2% |
| 30D | +8.5% | -20.0% | +28.5% | +13.0% |
| 3M | +17.3% | -0.5% | +17.8% | +16.6% |
| 6M | +25.1% | +64.9% | -39.8% | +11.0% |
| YTD | +33.3% | +39.9% | -6.5% | +21.0% |
| 1Y | +22.9% | +60.5% | -37.6% | +7.1% |
| 3Y | +5.5% | +605.9% | -600.3% | -41.4% |
| All | +5.5% | +574.5% | -569.0% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling