-9.9%
SWKS vs NTRA
+1,723.2%
-1,733.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +12.5% | +0.6% | +11.9% | +12.4% |
| 30D | +10.5% | +19.5% | -9.0% | +6.4% |
| 3M | -7.4% | +47.8% | -55.2% | -14.9% |
| 6M | +32.7% | +61.6% | -29.0% | +18.6% |
| YTD | +19.2% | +43.3% | -24.1% | +8.7% |
| 1Y | +2.4% | +97.0% | -94.6% | -12.8% |
| 3Y | -25.6% | +424.9% | -450.5% | -49.3% |
| 5Y | -53.4% | +165.2% | -218.6% | -66.6% |
| 10Y | +23.2% | +3,114.3% | -3,091.1% | -42.3% |
| All | -9.9% | +1,723.2% | -1,733.1% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling