+1,240.6%
SWK vs TAP
+825.0%
+415.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.4% | -2.3% | +1.9% | +0.1% |
| 30D | -5.7% | -2.1% | -3.6% | -5.3% |
| 3M | +24.1% | +6.6% | +17.5% | +21.9% |
| 6M | +24.7% | -11.5% | +36.2% | +28.0% |
| YTD | +33.9% | -10.3% | +44.2% | +36.9% |
| 1Y | +34.7% | -14.4% | +49.1% | +39.1% |
| 3Y | +15.3% | -28.3% | +43.6% | +23.6% |
| 5Y | -39.3% | +1.7% | -41.0% | -40.5% |
| 10Y | +2.5% | -49.2% | +51.7% | +12.5% |
| All | +1,240.6% | +825.0% | +415.6% | +798.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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