+8,007.1%
SWKS vs NTRS
+7,693.4%
+313.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.5% | +0.4% | +12.1% | +12.3% |
| 30D | +10.5% | +1.7% | +8.8% | +9.4% |
| 3M | -7.4% | +8.9% | -16.2% | -11.7% |
| 6M | +32.7% | +30.6% | +2.1% | +14.3% |
| YTD | +19.2% | +38.7% | -19.5% | -1.0% |
| 1Y | +2.4% | +48.1% | -45.7% | -17.9% |
| 3Y | -25.6% | +165.5% | -191.1% | -56.6% |
| 5Y | -53.4% | +85.6% | -139.0% | -67.9% |
| 10Y | +23.2% | +246.1% | -222.9% | -41.4% |
| All | +8,007.1% | +7,693.4% | +313.7% | +1,503.8% |
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