+50.8%
SWKS vs TAP
-46.0%
+96.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.0% |
| 7D | +9.4% | +1.3% | +8.2% | +9.0% |
| 30D | +17.0% | +5.7% | +11.3% | +14.6% |
| 3M | +28.9% | -1.9% | +30.8% | +28.9% |
| 6M | +33.1% | +0.9% | +32.2% | +31.5% |
| YTD | +44.8% | -9.5% | +54.3% | +47.1% |
| 1Y | +36.2% | -9.0% | +45.2% | +38.0% |
| 3Y | +11.5% | -22.2% | +33.7% | +16.9% |
| 5Y | -37.1% | +1.2% | -38.3% | -40.3% |
| All | +50.8% | -46.0% | +96.8% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling