+1,120.4%
RSP vs SWK
+794.0%
+326.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -1.8% |
| 7D | -1.4% | +11.3% | -12.7% | -6.3% |
| 30D | +2.1% | +28.1% | -26.0% | -8.9% |
| 3M | -0.9% | +12.6% | -13.5% | -6.7% |
| 6M | +7.5% | +51.7% | -44.2% | -12.0% |
| YTD | +14.6% | +60.0% | -45.4% | -9.6% |
| 1Y | +17.6% | +72.7% | -55.0% | -10.7% |
| 3Y | +60.8% | +46.3% | +14.5% | +23.7% |
| 5Y | +46.1% | -24.6% | +70.8% | +46.9% |
| 10Y | +221.4% | +32.2% | +189.1% | +119.6% |
| All | +1,120.4% | +794.0% | +326.4% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling