+19,691.7%
NTAP vs SWK
+782.3%
+18,909.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -0.8% | -0.4% | -0.3% | -0.6% |
| 30D | -0.5% | -5.7% | +5.2% | +2.1% |
| 3M | +4.1% | +24.1% | -20.0% | -7.3% |
| 6M | +88.0% | +24.7% | +63.2% | +65.1% |
| YTD | +75.6% | +33.9% | +41.6% | +48.4% |
| 1Y | +58.9% | +34.7% | +24.2% | +33.0% |
| 3Y | +153.6% | +15.3% | +138.3% | +115.2% |
| 5Y | +127.6% | -39.3% | +166.9% | +155.0% |
| 10Y | +580.4% | +2.5% | +577.9% | +428.1% |
| All | +19,691.7% | +782.3% | +18,909.5% | +5,896.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling