+131.1%
NTAP vs SWK
-38.7%
+169.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -0.8% | -0.4% | -0.3% | -0.6% |
| 30D | -0.5% | -5.7% | +5.2% | +1.3% |
| 3M | +4.1% | +24.1% | -20.0% | -4.0% |
| 6M | +88.0% | +24.7% | +63.2% | +71.9% |
| YTD | +75.6% | +33.9% | +41.6% | +56.4% |
| 1Y | +58.9% | +34.7% | +24.2% | +40.6% |
| 3Y | +153.6% | +15.3% | +138.3% | +125.6% |
| All | +131.1% | -38.7% | +169.8% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling