-53.0%
SWKS vs TAP
+2.2%
-55.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +12.5% | -2.3% | +14.8% | +13.1% |
| 30D | +10.5% | -2.1% | +12.6% | +11.1% |
| 3M | -7.4% | +6.6% | -14.0% | -9.2% |
| 6M | +32.7% | -11.5% | +44.2% | +36.4% |
| YTD | +19.2% | -10.3% | +29.4% | +21.8% |
| 1Y | +2.4% | -14.4% | +16.8% | +5.9% |
| 3Y | -25.6% | -28.3% | +2.7% | -19.5% |
| All | -53.0% | +2.2% | -55.2% | -55.8% |
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 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