-53.0%
SWKS vs RACE
+93.6%
-146.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.5% |
| 7D | +12.5% | -2.5% | +15.0% | +13.9% |
| 30D | +10.5% | +0.8% | +9.7% | +9.8% |
| 3M | -7.4% | +17.2% | -24.5% | -15.1% |
| 6M | +32.7% | +13.6% | +19.1% | +22.4% |
| YTD | +19.2% | +12.2% | +7.0% | +9.9% |
| 1Y | +2.4% | -16.3% | +18.6% | +10.5% |
| 3Y | -25.6% | +36.4% | -62.1% | -45.4% |
| All | -53.0% | +93.6% | -146.6% | -74.9% |
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