+20.2%
SWKS vs RACE
+647.6%
-627.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.6% |
| 7D | +12.5% | -2.5% | +15.0% | +14.0% |
| 30D | +10.5% | +0.8% | +9.7% | +9.8% |
| 3M | -7.4% | +17.2% | -24.5% | -15.7% |
| 6M | +32.7% | +13.6% | +19.1% | +21.3% |
| YTD | +19.2% | +12.2% | +7.0% | +8.9% |
| 1Y | +2.4% | -16.3% | +18.6% | +9.4% |
| 3Y | -25.6% | +36.4% | -62.1% | -43.2% |
| 5Y | -53.4% | +95.0% | -148.4% | -71.8% |
| 10Y | +23.2% | +813.2% | -790.1% | -65.5% |
| All | +20.2% | +647.6% | -627.4% | -66.5% |
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