+572.0%
NTAP vs SWK
+29.6%
+542.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -15.1% | +11.0% | -26.1% | -19.0% |
| 30D | -28.1% | +30.1% | -58.1% | -35.7% |
| 3M | -11.4% | +14.7% | -26.1% | -17.0% |
| 6M | +52.2% | +44.5% | +7.7% | +28.8% |
| YTD | +60.4% | +59.4% | +1.0% | +29.1% |
| 1Y | +51.0% | +77.5% | -26.5% | +15.9% |
| 3Y | +135.6% | +49.5% | +86.1% | +84.0% |
| 5Y | +107.5% | -24.9% | +132.4% | +112.8% |
| All | +572.0% | +29.6% | +542.4% | +454.4% |
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