+541.3%
RMBS vs SWK
+32.9%
+508.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.5% | +7.0% |
| 7D | -3.9% | +10.7% | -14.6% | -9.1% |
| 30D | -24.9% | +33.3% | -58.2% | -35.3% |
| 3M | -20.5% | +14.7% | -35.1% | -26.3% |
| 6M | -37.5% | +48.5% | -86.0% | -49.0% |
| YTD | -12.1% | +63.9% | -76.0% | -31.5% |
| 1Y | -25.0% | +80.4% | -105.4% | -44.2% |
| 3Y | +36.1% | +58.1% | -22.0% | +2.8% |
| 5Y | +236.1% | -24.5% | +260.6% | +247.7% |
| 10Y | +541.3% | +29.5% | +511.8% | +355.6% |
| All | +541.3% | +32.9% | +508.4% | +355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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