+570.8%
NTAP vs SWK
+26.9%
+543.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | -7.8% | +11.3% | -19.1% | -11.9% |
| 30D | -25.8% | +31.5% | -57.3% | -34.0% |
| 3M | -11.2% | +14.4% | -25.7% | -16.7% |
| 6M | +49.9% | +46.4% | +3.5% | +26.2% |
| YTD | +66.9% | +61.6% | +5.3% | +33.6% |
| 1Y | +58.8% | +78.7% | -19.9% | +21.7% |
| 3Y | +140.8% | +54.4% | +86.4% | +85.6% |
| 5Y | +115.0% | -25.3% | +140.3% | +121.3% |
| 10Y | +570.8% | +22.4% | +548.4% | +435.8% |
| All | +570.8% | +26.9% | +543.9% | +435.8% |
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