+37.8%
SWKS vs NTAP
+570.6%
-532.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.1% | -7.8% | +4.6% | +0.6% |
| 30D | +8.3% | -25.8% | +34.1% | +24.5% |
| 3M | +20.2% | -11.2% | +31.5% | +25.4% |
| 6M | +24.9% | +49.9% | -25.0% | -4.8% |
| YTD | +33.2% | +66.9% | -33.7% | -5.0% |
| 1Y | +23.6% | +58.8% | -35.3% | -9.4% |
| 3Y | +1.3% | +140.8% | -139.6% | -43.3% |
| 5Y | -40.6% | +115.0% | -155.6% | -65.0% |
| All | +37.8% | +570.6% | -532.8% | -58.3% |
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