+29.5%
SWK vs RNG
+259.3%
-229.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | +10.7% | -6.2% | +16.9% | +12.1% |
| 30D | +33.3% | -8.0% | +41.4% | +35.2% |
| 3M | +14.7% | +15.7% | -1.0% | +10.6% |
| 6M | +48.5% | +60.3% | -11.8% | +32.1% |
| YTD | +63.9% | +153.8% | -89.9% | +28.8% |
| 1Y | +80.4% | +172.2% | -91.8% | +39.6% |
| 3Y | +58.1% | +174.8% | -116.7% | +18.5% |
| 5Y | -24.5% | -68.6% | +44.1% | -24.0% |
| 10Y | +29.5% | +248.2% | -218.7% | -24.8% |
| All | +29.5% | +259.3% | -229.8% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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