+34.7%
SWKS vs RACE
+688.6%
-653.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.3% | -7.2% | -5.2% |
| 7D | -4.9% | +9.9% | -14.9% | -9.9% |
| 30D | -1.2% | +12.8% | -14.0% | -7.7% |
| 3M | +24.2% | +7.4% | +16.8% | +18.9% |
| 6M | +21.5% | +27.6% | -6.1% | +4.3% |
| YTD | +33.5% | +18.4% | +15.1% | +18.3% |
| 1Y | +18.9% | +9.5% | +9.4% | +10.0% |
| 3Y | +0.4% | +33.9% | -33.5% | -22.1% |
| 5Y | -44.3% | +74.9% | -119.1% | -64.0% |
| 10Y | +37.1% | +814.9% | -777.7% | -61.9% |
| All | +34.7% | +688.6% | -653.9% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling