-36.7%
SWK vs RVTY
-30.5%
-6.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -0.4% | +1.1% | -1.6% | -1.0% |
| 30D | -5.7% | +13.2% | -18.9% | -12.1% |
| 3M | +24.1% | +27.2% | -3.2% | +7.7% |
| 6M | +24.7% | +32.4% | -7.7% | +4.9% |
| YTD | +33.9% | +34.9% | -0.9% | +10.6% |
| 1Y | +34.7% | +52.4% | -17.7% | +3.5% |
| 3Y | +15.3% | +12.3% | +3.0% | +2.9% |
| All | -36.7% | -30.5% | -6.1% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling