+2.4%
SWKS vs TAP
-14.5%
+16.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +12.5% | -2.3% | +14.8% | +12.6% |
| 30D | +10.5% | -2.1% | +12.6% | +10.7% |
| 3M | -7.4% | +6.6% | -14.0% | -7.5% |
| 6M | +32.7% | -11.5% | +44.2% | +34.4% |
| YTD | +19.2% | -10.3% | +29.4% | +21.3% |
| 1Y | +2.4% | -14.4% | +16.8% | +1.9% |
| All | +2.4% | -14.5% | +16.9% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling