-53.0%
SWKS vs NTAP
+128.6%
-181.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +12.5% | -0.8% | +13.3% | +12.9% |
| 30D | +10.5% | -0.5% | +11.0% | +10.2% |
| 3M | -7.4% | +4.1% | -11.5% | -10.2% |
| 6M | +32.7% | +88.0% | -55.3% | -12.1% |
| YTD | +19.2% | +75.6% | -56.4% | -18.2% |
| 1Y | +2.4% | +58.9% | -56.5% | -25.1% |
| 3Y | -25.6% | +153.6% | -179.2% | -62.9% |
| All | -53.0% | +128.6% | -181.7% | -76.6% |
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