+252.0%
RMBS vs SWK
-26.0%
+278.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.0% |
| 7D | +3.0% | -2.3% | +5.3% | +4.2% |
| 30D | -15.5% | +30.4% | -45.9% | -25.7% |
| 3M | -11.5% | +12.1% | -23.6% | -16.6% |
| 6M | -36.5% | +49.1% | -85.6% | -47.4% |
| YTD | -7.1% | +60.4% | -67.6% | -25.4% |
| 1Y | -18.7% | +78.3% | -97.0% | -37.5% |
| 3Y | +36.2% | +53.3% | -17.1% | +5.5% |
| 5Y | +252.0% | -27.0% | +279.0% | +254.5% |
| All | +252.0% | -26.0% | +278.0% | +254.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling