+107.8%
NTAP vs SWK
-25.4%
+133.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.6% | -7.2% | -8.9% |
| 7D | -22.5% | +11.3% | -33.7% | -25.4% |
| 30D | -25.7% | +28.1% | -53.8% | -31.9% |
| 3M | -9.0% | +12.6% | -21.6% | -13.1% |
| 6M | +49.2% | +51.7% | -2.5% | +27.7% |
| YTD | +60.6% | +60.0% | +0.6% | +34.0% |
| 1Y | +48.7% | +72.7% | -24.0% | +20.5% |
| 3Y | +135.6% | +46.3% | +89.3% | +92.2% |
| 5Y | +107.8% | -24.6% | +132.4% | +110.3% |
| All | +107.8% | -25.4% | +133.2% | +110.3% |
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