+22.4%
SWK vs RRX
+224.4%
-202.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.1% |
| 7D | +11.3% | 0.0% | +11.3% | +10.5% |
| 30D | +31.5% | +9.0% | +22.4% | +22.1% |
| 3M | +14.4% | +4.0% | +10.4% | +8.9% |
| 6M | +46.4% | -15.7% | +62.2% | +53.7% |
| YTD | +61.6% | +29.0% | +32.6% | +24.7% |
| 1Y | +78.7% | +35.2% | +43.5% | +33.2% |
| 3Y | +54.4% | +67.7% | -13.3% | -7.3% |
| 5Y | -25.3% | +14.9% | -40.2% | -43.9% |
| 10Y | +22.4% | +216.8% | -194.5% | -57.4% |
| All | +22.4% | +224.4% | -202.0% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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