-43.6%
SWKS vs RCAT
+46.9%
-90.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +18.6% | -17.4% | +0.2% |
| 7D | -6.2% | -12.7% | +6.6% | -5.6% |
| 30D | -1.5% | -34.3% | +32.8% | +0.5% |
| 3M | +23.0% | -53.4% | +76.4% | +27.5% |
| 6M | +27.6% | -62.0% | +89.6% | +32.9% |
| YTD | +32.3% | -49.1% | +81.4% | +34.4% |
| 1Y | +20.1% | -53.1% | +73.3% | +22.1% |
| 3Y | +0.6% | +318.7% | -318.0% | -8.7% |
| All | -43.6% | +46.9% | -90.5% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling