-43.6%
SWKS vs RACE
+65.0%
-108.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +2.0% |
| 7D | -6.2% | +5.1% | -11.2% | -8.7% |
| 30D | -1.5% | +7.7% | -9.2% | -5.4% |
| 3M | +23.0% | +2.2% | +20.8% | +21.2% |
| 6M | +27.6% | +23.8% | +3.8% | +13.0% |
| YTD | +32.3% | +13.9% | +18.4% | +20.8% |
| 1Y | +20.1% | +3.8% | +16.3% | +15.6% |
| 3Y | +0.6% | +28.0% | -27.4% | -22.3% |
| All | -43.6% | +65.0% | -108.6% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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