+1,120.4%
RSP vs SWKS
+1,876.6%
-756.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.4% |
| 7D | -1.4% | -9.2% | +7.8% | +0.7% |
| 30D | +2.1% | -1.9% | +4.0% | +2.4% |
| 3M | -0.9% | +21.2% | -22.2% | -6.2% |
| 6M | +7.5% | +12.9% | -5.4% | +2.2% |
| YTD | +14.6% | +30.7% | -16.2% | +4.5% |
| 1Y | +17.6% | +14.1% | +3.5% | +10.6% |
| 3Y | +60.8% | -1.7% | +62.5% | +50.7% |
| 5Y | +46.1% | -43.0% | +89.1% | +52.5% |
| 10Y | +221.4% | +34.3% | +187.1% | +165.6% |
| All | +1,120.4% | +1,876.6% | -756.2% | +403.1% |
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 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