+78.0%
SWK vs RNG
+320.7%
-242.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.2% |
| 7D | +11.0% | -11.3% | +22.4% | +13.5% |
| 30D | +30.1% | -5.7% | +35.7% | +31.1% |
| 3M | +14.7% | +16.8% | -2.1% | +10.6% |
| 6M | +44.5% | +58.5% | -14.0% | +29.5% |
| YTD | +59.4% | +151.3% | -91.9% | +27.1% |
| 1Y | +77.5% | +169.0% | -91.5% | +39.6% |
| 3Y | +49.5% | +156.9% | -107.5% | +15.4% |
| 5Y | -24.9% | -69.0% | +44.1% | -23.8% |
| 10Y | +31.8% | +262.0% | -230.2% | -16.9% |
| All | +78.0% | +320.7% | -242.8% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling