-29.9%
SWK vs RNG
-72.1%
+42.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -1.4% | +4.6% | -6.0% | -2.3% |
| 30D | +25.5% | +0.4% | +25.0% | +24.9% |
| 3M | +11.8% | +11.4% | +0.4% | +8.4% |
| 6M | +48.7% | +95.7% | -47.0% | +25.0% |
| YTD | +57.2% | +162.9% | -105.7% | +19.0% |
| 1Y | +75.3% | +180.3% | -105.0% | +30.5% |
| 3Y | +51.9% | +188.3% | -136.4% | +8.2% |
| All | -29.9% | -72.1% | +42.2% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling