+35.3%
SWKS vs RCAT
-99.6%
+134.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | -0.1% |
| 7D | -3.1% | -5.6% | +2.5% | -3.1% |
| 30D | +8.3% | -27.0% | +35.4% | +8.6% |
| 3M | +20.2% | -57.9% | +78.1% | +21.1% |
| 6M | +24.9% | -59.4% | +84.3% | +25.7% |
| YTD | +33.2% | -46.9% | +80.1% | +33.5% |
| 1Y | +23.6% | -54.0% | +77.6% | +24.0% |
| 3Y | +1.3% | +378.4% | -377.2% | -0.7% |
| 5Y | -40.6% | +61.9% | -102.5% | -41.6% |
| 10Y | +35.3% | -99.6% | +134.9% | +27.3% |
| All | +35.3% | -99.6% | +134.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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