+9,750.8%
SWKS vs NTRS
+7,343.1%
+2,407.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +9.4% | +3.2% | +6.3% | +7.6% |
| 30D | +17.0% | +9.6% | +7.4% | +11.3% |
| 3M | +28.9% | -6.0% | +34.9% | +33.0% |
| 6M | +33.1% | +10.4% | +22.7% | +26.0% |
| YTD | +44.8% | +32.5% | +12.3% | +23.2% |
| 1Y | +36.2% | +41.2% | -5.0% | +12.1% |
| 3Y | +11.5% | +173.4% | -161.9% | -35.7% |
| 5Y | -37.1% | +65.0% | -102.0% | -53.8% |
| 10Y | +49.9% | +192.3% | -142.4% | -22.1% |
| All | +9,750.8% | +7,343.1% | +2,407.7% | +1,895.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling