+28.7%
SWK vs RVTY
+206.3%
-177.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -2.0% |
| 7D | +11.0% | -1.2% | +12.2% | +11.0% |
| 30D | +30.1% | +1.0% | +29.0% | +28.1% |
| 3M | +14.7% | +35.8% | -21.2% | -6.1% |
| 6M | +44.5% | +56.7% | -12.2% | +7.7% |
| YTD | +59.4% | +60.7% | -1.3% | +15.3% |
| 1Y | +77.5% | +73.7% | +3.8% | +22.5% |
| 3Y | +49.5% | +82.8% | -33.3% | -0.6% |
| 5Y | -24.9% | -7.0% | -17.9% | -29.4% |
| All | +28.7% | +206.3% | -177.6% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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