-53.0%
SWKS vs RBA
+45.3%
-98.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +12.5% | -2.9% | +15.4% | +13.6% |
| 30D | +10.5% | -12.3% | +22.8% | +15.2% |
| 3M | -7.4% | -20.5% | +13.1% | -1.0% |
| 6M | +32.7% | -18.5% | +51.2% | +40.4% |
| YTD | +19.2% | -18.2% | +37.4% | +25.6% |
| 1Y | +2.4% | -27.5% | +29.9% | +12.2% |
| 3Y | -25.6% | +38.1% | -63.7% | -33.8% |
| All | -53.0% | +45.3% | -98.3% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling