+92.3%
RSG vs SWK
-38.7%
+131.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +7.6% | -5.7% | +13.3% | +7.8% |
| 3M | +7.4% | +24.1% | -16.6% | +6.2% |
| 6M | -3.3% | +24.7% | -28.0% | -4.4% |
| YTD | +6.0% | +33.9% | -27.9% | +4.2% |
| 1Y | -3.7% | +34.7% | -38.3% | -5.4% |
| 3Y | +59.1% | +15.3% | +43.8% | +55.8% |
| All | +92.3% | -38.7% | +131.0% | +111.3% |
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