+1,807.6%
SWKS vs NTAP
+23,420.6%
-21,613.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +12.5% | -0.8% | +13.3% | +12.8% |
| 30D | +10.5% | -0.5% | +11.0% | +10.3% |
| 3M | -7.4% | +4.1% | -11.5% | -9.7% |
| 6M | +32.7% | +88.0% | -55.3% | -3.0% |
| YTD | +19.2% | +75.6% | -56.4% | -10.5% |
| 1Y | +2.4% | +58.9% | -56.5% | -19.5% |
| 3Y | -25.6% | +153.6% | -179.2% | -53.7% |
| 5Y | -53.4% | +127.6% | -181.1% | -69.5% |
| 10Y | +23.2% | +580.4% | -557.2% | -53.4% |
| All | +1,807.6% | +23,420.6% | -21,613.1% | +194.4% |
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