+35.3%
SWKS vs RBA
+225.5%
-190.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -3.1% | +3.2% | -6.4% | -4.3% |
| 30D | +8.3% | +12.0% | -3.7% | +3.6% |
| 3M | +20.2% | +2.9% | +17.3% | +18.3% |
| 6M | +24.9% | -6.3% | +31.2% | +26.2% |
| YTD | +33.2% | -5.9% | +39.0% | +33.6% |
| 1Y | +23.6% | -3.9% | +27.5% | +23.0% |
| 3Y | +1.3% | +64.9% | -63.6% | -18.3% |
| 5Y | -40.6% | +48.5% | -89.1% | -51.7% |
| 10Y | +35.3% | +211.8% | -176.5% | -23.2% |
| All | +35.3% | +225.5% | -190.2% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling