+456.2%
RSG vs SWK
+29.6%
+426.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +1.2% | +11.0% | -9.9% | -0.8% |
| 30D | +14.2% | +30.1% | -15.9% | +9.0% |
| 3M | +18.2% | +14.7% | +3.5% | +15.1% |
| 6M | +24.4% | +44.5% | -20.1% | +15.9% |
| YTD | +17.9% | +59.4% | -41.5% | +7.1% |
| 1Y | +22.3% | +77.5% | -55.2% | +8.6% |
| 3Y | +65.1% | +49.5% | +15.7% | +45.8% |
| 5Y | +97.9% | -24.9% | +122.8% | +106.6% |
| All | +456.2% | +29.6% | +426.6% | +370.9% |
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