+210.3%
RSP vs SWKS
+49.5%
+160.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.6% |
| 7D | +1.8% | +10.9% | -9.1% | -1.1% |
| 30D | +3.5% | +17.6% | -14.1% | -1.2% |
| 3M | +0.2% | +29.2% | -29.0% | -8.0% |
| 6M | +9.1% | +37.0% | -27.8% | -3.0% |
| YTD | +16.6% | +44.9% | -28.3% | +0.6% |
| 1Y | +17.9% | +33.8% | -15.9% | +4.1% |
| 3Y | +64.6% | +10.2% | +54.4% | +45.4% |
| 5Y | +48.4% | -37.0% | +85.4% | +53.3% |
| All | +210.3% | +49.5% | +160.9% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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