+32.1%
SWKS vs RBA
+224.6%
-192.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.7% |
| 7D | -6.2% | +4.3% | -10.4% | -7.7% |
| 30D | -1.5% | +16.3% | -17.8% | -7.3% |
| 3M | +23.0% | +1.3% | +21.7% | +21.7% |
| 6M | +27.6% | -11.1% | +38.7% | +31.5% |
| YTD | +32.3% | -8.5% | +40.8% | +34.1% |
| 1Y | +20.1% | -2.1% | +22.2% | +18.6% |
| 3Y | +0.6% | +44.6% | -43.9% | -15.0% |
| 5Y | -42.3% | +36.8% | -79.1% | -51.6% |
| All | +32.1% | +224.6% | -192.5% | -21.7% |
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