+61.6%
RSP vs SWKS
-1.9%
+63.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.6% |
| 7D | -1.4% | -9.2% | +7.8% | +0.1% |
| 30D | +2.1% | -1.9% | +4.0% | +2.4% |
| 3M | -0.9% | +21.2% | -22.2% | -4.9% |
| 6M | +7.5% | +12.9% | -5.4% | +3.5% |
| YTD | +14.6% | +30.7% | -16.2% | +6.4% |
| 1Y | +17.6% | +14.1% | +3.5% | +12.3% |
| All | +61.6% | -1.9% | +63.5% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling