+60.5%
SWKS vs NTRS
+259.9%
-199.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.1% | +4.5% |
| 7D | +19.4% | +1.4% | +18.0% | +18.5% |
| 30D | +26.8% | -0.7% | +27.4% | +27.2% |
| 3M | +21.5% | +11.3% | +10.2% | +13.7% |
| 6M | +61.0% | +35.5% | +25.5% | +33.6% |
| YTD | +42.2% | +40.6% | +1.6% | +14.9% |
| 1Y | +22.1% | +49.2% | -27.1% | -4.9% |
| 3Y | -0.9% | +167.2% | -168.1% | -45.9% |
| 5Y | -42.6% | +94.9% | -137.6% | -63.4% |
| All | +60.5% | +259.9% | -199.4% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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