+590.2%
NTAP vs SWK
+0.7%
+589.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +3.0% |
| 7D | +3.3% | +0.1% | +3.1% | +3.1% |
| 30D | -0.2% | -8.9% | +8.7% | +3.5% |
| 3M | +11.4% | +20.5% | -9.1% | +2.3% |
| 6M | +88.7% | +27.1% | +61.6% | +68.1% |
| YTD | +78.9% | +30.2% | +48.7% | +57.4% |
| 1Y | +58.8% | +24.8% | +34.1% | +41.6% |
| 3Y | +153.5% | +16.3% | +137.2% | +120.6% |
| 5Y | +136.7% | -40.1% | +176.8% | +168.2% |
| 10Y | +590.2% | +0.8% | +589.4% | +492.7% |
| All | +590.2% | +0.7% | +589.5% | +492.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SWK 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling