+0.9%
SWKS vs NTRA
+1,679.9%
-1,679.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.9% |
| 3M | +17.3% | -0.5% | +17.8% | +16.7% |
| 6M | +25.1% | +64.9% | -39.8% | +11.6% |
| YTD | +33.3% | +39.9% | -6.5% | +21.4% |
| 1Y | +22.9% | +60.5% | -37.6% | +8.7% |
| 3Y | +5.5% | +605.9% | -600.3% | -32.3% |
| 5Y | -41.9% | +183.0% | -224.9% | -58.9% |
| 10Y | +32.4% | +3,254.9% | -3,222.4% | -38.4% |
| All | +0.9% | +1,679.9% | -1,679.1% | -52.9% |
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 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