+35.3%
SWKS vs TAP
-48.8%
+84.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | -3.1% | -4.5% | +1.4% | -2.0% |
| 30D | +8.3% | +7.5% | +0.9% | +5.6% |
| 3M | +20.2% | -4.9% | +25.1% | +21.3% |
| 6M | +24.9% | -3.5% | +28.4% | +25.0% |
| YTD | +33.2% | -11.4% | +44.6% | +36.1% |
| 1Y | +23.6% | -10.8% | +34.4% | +25.9% |
| 3Y | +1.3% | -24.5% | +25.7% | +7.1% |
| 5Y | -40.6% | +2.5% | -43.0% | -43.9% |
| 10Y | +35.3% | -47.6% | +82.9% | +38.8% |
| All | +35.3% | -48.8% | +84.1% | +38.8% |
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