+1,127.7%
RSP vs SWKS
+1,701.6%
-573.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.3% |
| 7D | -0.8% | +12.5% | -13.3% | -3.5% |
| 30D | -0.3% | +10.5% | -10.8% | -2.7% |
| 3M | +4.3% | -7.4% | +11.7% | +5.3% |
| 6M | +8.8% | +32.7% | -23.8% | +0.1% |
| YTD | +15.3% | +19.2% | -3.9% | +8.4% |
| 1Y | +18.3% | +2.4% | +15.9% | +14.7% |
| 3Y | +52.8% | -25.6% | +78.4% | +54.1% |
| 5Y | +51.7% | -53.4% | +105.1% | +67.2% |
| 10Y | +208.5% | +23.2% | +185.3% | +162.0% |
| All | +1,127.7% | +1,701.6% | -573.8% | +421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling