-41.9%
SWKS vs TAP
+2.3%
-44.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -2.7% | -7.8% | +5.1% | -1.0% |
| 30D | +8.5% | +7.1% | +1.4% | +6.2% |
| 3M | +17.3% | -7.0% | +24.3% | +18.9% |
| 6M | +25.1% | -3.8% | +28.9% | +25.4% |
| YTD | +33.3% | -11.7% | +45.0% | +36.3% |
| 1Y | +22.9% | -10.1% | +33.0% | +24.8% |
| 3Y | +5.5% | -23.7% | +29.2% | +11.5% |
| 5Y | -41.9% | +2.9% | -44.8% | -44.6% |
| All | -41.9% | +2.3% | -44.1% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling