+1,501.0%
SWK vs RVTY
+2,816.3%
-1,315.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -0.8% |
| 7D | +11.3% | -9.0% | +20.3% | +14.4% |
| 30D | +28.1% | -1.6% | +29.7% | +28.2% |
| 3M | +12.6% | +31.2% | -18.6% | +1.6% |
| 6M | +51.7% | +63.6% | -11.9% | +26.5% |
| YTD | +60.0% | +56.3% | +3.7% | +34.7% |
| 1Y | +72.7% | +63.3% | +9.3% | +43.4% |
| 3Y | +46.3% | +72.4% | -26.1% | +20.0% |
| 5Y | -24.6% | -9.6% | -15.0% | -25.4% |
| 10Y | +32.2% | +203.7% | -171.4% | -9.0% |
| All | +1,501.0% | +2,816.3% | -1,315.3% | +410.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling