-43.0%
SWKS vs RACE
+65.1%
-108.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.3% | -0.9% |
| 7D | -9.2% | +5.7% | -14.9% | -11.8% |
| 30D | -1.9% | +9.3% | -11.2% | -6.4% |
| 3M | +21.2% | +3.8% | +17.4% | +18.5% |
| 6M | +12.9% | +29.8% | -16.9% | -2.7% |
| YTD | +30.7% | +15.6% | +15.1% | +18.5% |
| 1Y | +14.1% | +5.1% | +9.1% | +9.2% |
| 3Y | -1.7% | +30.8% | -32.5% | -25.0% |
| 5Y | -43.0% | +67.4% | -110.4% | -67.0% |
| All | -43.0% | +65.1% | -108.1% | -67.0% |
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