+0.6%
SWKS vs TAP
-23.7%
+24.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +1.9% |
| 7D | -6.2% | +0.5% | -6.7% | -6.4% |
| 30D | -1.5% | +9.1% | -10.6% | -3.3% |
| 3M | +23.0% | -3.8% | +26.8% | +23.6% |
| 6M | +27.6% | -3.4% | +31.0% | +28.0% |
| YTD | +32.3% | -10.6% | +43.0% | +34.7% |
| 1Y | +20.1% | -4.4% | +24.5% | +20.2% |
| 3Y | +0.6% | -24.4% | +25.0% | +3.6% |
| All | +0.6% | -23.7% | +24.3% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling