+448.1%
RSG vs SWK
+32.9%
+415.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.5% |
| 7D | +0.3% | +10.7% | -10.3% | -1.6% |
| 30D | +13.8% | +33.3% | -19.6% | +8.1% |
| 3M | +15.4% | +14.7% | +0.7% | +12.4% |
| 6M | +24.1% | +48.5% | -24.4% | +15.1% |
| YTD | +17.8% | +63.9% | -46.0% | +6.5% |
| 1Y | +21.5% | +80.4% | -58.9% | +7.6% |
| 3Y | +63.3% | +58.1% | +5.2% | +42.5% |
| 5Y | +97.3% | -24.5% | +121.8% | +106.5% |
| 10Y | +448.1% | +29.5% | +418.6% | +363.2% |
| All | +448.1% | +32.9% | +415.2% | +363.2% |
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