+18.9%
SWKS vs RBA
-2.0%
+20.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.4% |
| 7D | -4.9% | +12.7% | -17.6% | -7.7% |
| 30D | -1.2% | +15.5% | -16.7% | -5.0% |
| 3M | +24.2% | -14.0% | +38.2% | +29.1% |
| 6M | +21.5% | -8.8% | +30.3% | +22.9% |
| YTD | +33.5% | -6.9% | +40.4% | +31.9% |
| 1Y | +18.9% | -3.0% | +21.9% | +15.5% |
| All | +18.9% | -2.0% | +20.9% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling