+36.2%
SWKS vs NTRS
+38.4%
-2.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +9.4% | +3.2% | +6.3% | +8.1% |
| 30D | +17.0% | +9.6% | +7.4% | +12.8% |
| 3M | +28.9% | -6.0% | +34.9% | +32.2% |
| 6M | +33.1% | +10.4% | +22.7% | +28.7% |
| YTD | +44.8% | +32.5% | +12.3% | +23.5% |
| 1Y | +36.2% | +41.2% | -5.0% | +9.5% |
| All | +36.2% | +38.4% | -2.2% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling