+2,018.1%
SWKS vs NTAP
+21,390.6%
-19,372.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -6.2% | -15.1% | +8.9% | +0.6% |
| 30D | -1.5% | -28.1% | +26.6% | +12.9% |
| 3M | +23.0% | -11.4% | +34.4% | +27.8% |
| 6M | +27.6% | +52.2% | -24.6% | +1.4% |
| YTD | +32.3% | +60.4% | -28.1% | +2.3% |
| 1Y | +20.1% | +51.0% | -30.9% | -4.6% |
| 3Y | +0.6% | +135.6% | -134.9% | -36.0% |
| 5Y | -42.3% | +107.5% | -149.8% | -61.0% |
| 10Y | +35.9% | +608.6% | -572.7% | -49.9% |
| All | +2,018.1% | +21,390.6% | -19,372.4% | +236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling