+213.4%
RSP vs SWK
+29.6%
+183.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.0% | +11.0% | -12.1% | -5.0% |
| 30D | +2.6% | +30.1% | -27.5% | -7.1% |
| 3M | -0.8% | +14.7% | -15.4% | -6.1% |
| 6M | +6.3% | +44.5% | -38.2% | -8.2% |
| YTD | +14.1% | +59.4% | -45.2% | -6.0% |
| 1Y | +18.0% | +77.5% | -59.5% | -6.9% |
| 3Y | +61.0% | +49.5% | +11.6% | +29.0% |
| 5Y | +45.6% | -24.9% | +70.5% | +49.9% |
| All | +213.4% | +29.6% | +183.8% | +146.2% |
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