+304.4%
ROST vs SWK
+2.4%
+302.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +0.9% | -0.4% | +1.4% | +1.1% |
| 30D | -8.9% | -5.7% | -3.2% | -6.8% |
| 3M | -0.8% | +24.1% | -24.9% | -9.9% |
| 6M | +8.5% | +24.7% | -16.2% | -2.2% |
| YTD | +28.6% | +33.9% | -5.4% | +11.7% |
| 1Y | +52.3% | +34.7% | +17.7% | +31.1% |
| 3Y | +94.8% | +15.3% | +79.6% | +69.2% |
| 5Y | +110.8% | -39.3% | +150.0% | +142.8% |
| All | +304.4% | +2.4% | +302.0% | +240.5% |
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 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