-24.6%
SWK vs RVTY
-10.3%
-14.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | +0.2% |
| 7D | +11.3% | -9.0% | +20.3% | +16.0% |
| 30D | +28.1% | -1.6% | +29.7% | +28.1% |
| 3M | +12.6% | +31.2% | -18.6% | -4.8% |
| 6M | +51.7% | +63.6% | -11.9% | +12.2% |
| YTD | +60.0% | +56.3% | +3.7% | +19.8% |
| 1Y | +72.7% | +63.3% | +9.3% | +26.0% |
| 3Y | +46.3% | +72.4% | -26.1% | +4.3% |
| 5Y | -24.6% | -9.6% | -15.0% | -29.2% |
| All | -24.6% | -10.3% | -14.4% | -29.2% |
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