+546.6%
RMBS vs SWK
+26.9%
+519.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | -8.4% | +11.3% | -19.7% | -13.6% |
| 30D | -24.9% | +31.5% | -56.3% | -34.9% |
| 3M | -15.8% | +14.4% | -30.2% | -21.9% |
| 6M | -37.5% | +46.4% | -83.9% | -48.6% |
| YTD | -12.1% | +61.6% | -73.7% | -31.0% |
| 1Y | -27.0% | +78.7% | -105.7% | -45.4% |
| 3Y | +28.8% | +54.4% | -25.6% | -1.7% |
| 5Y | +236.2% | -25.3% | +261.5% | +249.7% |
| 10Y | +546.6% | +22.4% | +524.2% | +352.7% |
| All | +546.6% | +26.9% | +519.7% | +352.7% |
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