+135.8%
NTAP vs SWK
+46.5%
+89.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.6% | -7.2% | -9.0% |
| 7D | -22.5% | +11.3% | -33.7% | -25.0% |
| 30D | -25.7% | +28.1% | -53.8% | -31.3% |
| 3M | -9.0% | +12.6% | -21.6% | -12.6% |
| 6M | +49.2% | +51.7% | -2.5% | +29.5% |
| YTD | +60.6% | +60.0% | +0.6% | +36.3% |
| 1Y | +48.7% | +72.7% | -24.0% | +22.8% |
| All | +135.8% | +46.5% | +89.3% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling