+590.2%
NTAP vs SWK
-0.2%
+590.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.6% | +3.4% |
| 7D | +3.3% | -0.7% | +4.0% | +3.5% |
| 30D | -0.2% | -9.7% | +9.5% | +3.8% |
| 3M | +11.4% | +19.5% | -8.1% | +2.6% |
| 6M | +88.7% | +26.0% | +62.7% | +68.7% |
| YTD | +78.9% | +29.1% | +49.9% | +57.9% |
| 1Y | +58.8% | +23.7% | +35.1% | +42.0% |
| 3Y | +153.5% | +15.3% | +138.2% | +121.3% |
| 5Y | +136.7% | -40.6% | +177.4% | +169.1% |
| 10Y | +590.2% | -0.1% | +590.3% | +494.6% |
| All | +590.2% | -0.2% | +590.4% | +494.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling