-30.9%
SWK vs RNG
-71.6%
+40.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | -2.0% | +2.3% | -4.2% | -2.4% |
| 30D | +24.6% | -3.4% | +28.0% | +25.1% |
| 3M | +10.8% | +20.9% | -10.1% | +5.5% |
| 6M | +46.1% | +82.2% | -36.1% | +24.8% |
| YTD | +56.8% | +164.6% | -107.8% | +18.6% |
| 1Y | +72.7% | +177.0% | -104.3% | +29.1% |
| 3Y | +49.9% | +177.4% | -127.5% | +7.7% |
| 5Y | -30.9% | -72.3% | +41.4% | -35.7% |
| All | -30.9% | -71.6% | +40.7% | -35.7% |
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