+46.1%
RSP vs SWK
-25.4%
+71.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.2% |
| 7D | -1.4% | +11.3% | -12.7% | -4.6% |
| 30D | +2.1% | +28.1% | -26.0% | -5.2% |
| 3M | -0.9% | +12.6% | -13.5% | -4.6% |
| 6M | +7.5% | +51.7% | -44.2% | -5.6% |
| YTD | +14.6% | +60.0% | -45.4% | -1.7% |
| 1Y | +17.6% | +72.7% | -55.0% | -1.6% |
| 3Y | +60.8% | +46.3% | +14.5% | +35.9% |
| 5Y | +46.1% | -24.6% | +70.8% | +48.2% |
| All | +46.1% | -25.4% | +71.6% | +48.2% |
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 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