-43.0%
SWKS vs RBA
+48.6%
-91.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | -9.2% | +7.3% | -16.5% | -11.4% |
| 30D | -1.9% | +16.9% | -18.8% | -7.4% |
| 3M | +21.2% | -0.5% | +21.7% | +20.9% |
| 6M | +12.9% | -10.4% | +23.3% | +15.9% |
| YTD | +30.7% | -7.2% | +38.0% | +31.8% |
| 1Y | +14.1% | -2.2% | +16.4% | +12.9% |
| 3Y | -1.7% | +43.7% | -45.4% | -14.8% |
| 5Y | -43.0% | +38.7% | -81.7% | -52.7% |
| All | -43.0% | +48.6% | -91.6% | -52.7% |
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 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