-36.5%
SWKS vs NTAP
+124.7%
-161.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +1.2% |
| 7D | +9.4% | +7.2% | +2.2% | +5.6% |
| 30D | +17.0% | -18.4% | +35.3% | +28.6% |
| 3M | +28.9% | -11.3% | +40.3% | +34.5% |
| 6M | +33.1% | +53.8% | -20.6% | -2.5% |
| YTD | +44.8% | +72.0% | -27.2% | -1.8% |
| 1Y | +36.2% | +68.0% | -31.8% | -6.3% |
| 3Y | +11.5% | +149.5% | -138.0% | -45.8% |
| All | -36.5% | +124.7% | -161.3% | -68.5% |
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