+8,007.1%
SWKS vs TAP
+825.0%
+7,182.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +12.5% | -2.3% | +14.8% | +12.9% |
| 30D | +10.5% | -2.1% | +12.6% | +10.9% |
| 3M | -7.4% | +6.6% | -14.0% | -8.6% |
| 6M | +32.7% | -11.5% | +44.2% | +34.9% |
| YTD | +19.2% | -10.3% | +29.4% | +20.8% |
| 1Y | +2.4% | -14.4% | +16.8% | +4.4% |
| 3Y | -25.6% | -28.3% | +2.7% | -22.3% |
| 5Y | -53.4% | +1.7% | -55.1% | -54.4% |
| 10Y | +23.2% | -49.2% | +72.4% | +30.0% |
| All | +8,007.1% | +825.0% | +7,182.1% | +6,857.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling