+32.4%
SWKS vs NTAP
+608.6%
-576.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -1.3% |
| 7D | -2.7% | -5.0% | +2.2% | -0.6% |
| 30D | +8.5% | -25.8% | +34.2% | +24.7% |
| 3M | +17.3% | -6.9% | +24.2% | +19.1% |
| 6M | +25.1% | +50.0% | -24.9% | -4.7% |
| YTD | +33.3% | +66.9% | -33.6% | -4.8% |
| 1Y | +22.9% | +58.3% | -35.4% | -9.7% |
| 3Y | +5.5% | +145.1% | -139.6% | -41.5% |
| 5Y | -41.9% | +114.2% | -156.1% | -65.7% |
| 10Y | +32.4% | +576.6% | -544.1% | -59.9% |
| All | +32.4% | +608.6% | -576.2% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling