+22.4%
SWK vs RNG
+247.5%
-225.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +11.3% | -6.0% | +17.3% | +12.6% |
| 30D | +31.5% | -7.4% | +38.8% | +33.1% |
| 3M | +14.4% | +14.6% | -0.1% | +10.6% |
| 6M | +46.4% | +61.5% | -15.1% | +30.0% |
| YTD | +61.6% | +155.7% | -94.1% | +26.8% |
| 1Y | +78.7% | +172.5% | -93.7% | +38.4% |
| 3Y | +54.4% | +168.0% | -113.6% | +16.4% |
| 5Y | -25.3% | -73.8% | +48.5% | -22.3% |
| 10Y | +22.4% | +240.3% | -217.9% | -27.0% |
| All | +22.4% | +247.5% | -225.1% | -27.0% |
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