-37.7%
SWKS vs NTAP
+122.6%
-160.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.1% | +1.9% | +3.9% |
| 7D | +5.7% | -2.4% | +8.1% | +6.7% |
| 30D | +17.3% | -23.4% | +40.8% | +33.1% |
| 3M | +28.3% | -7.5% | +35.8% | +30.8% |
| 6M | +26.1% | +56.4% | -30.3% | -8.4% |
| YTD | +41.1% | +73.6% | -32.5% | -4.7% |
| 1Y | +31.4% | +68.4% | -37.0% | -9.5% |
| 3Y | +7.3% | +150.6% | -143.3% | -47.7% |
| 5Y | -37.7% | +122.5% | -160.2% | -68.8% |
| All | -37.7% | +122.6% | -160.3% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling