+411.3%
SWKS vs RCAT
-100.0%
+511.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.5% |
| 7D | +12.5% | -1.4% | +13.9% | +12.5% |
| 30D | +10.5% | -3.3% | +13.8% | +10.5% |
| 3M | -7.4% | -43.2% | +35.8% | -7.4% |
| 6M | +32.7% | -43.2% | +75.8% | +32.7% |
| YTD | +19.2% | +5.5% | +13.6% | +19.1% |
| 1Y | +2.4% | -1.6% | +4.0% | +2.4% |
| 3Y | -25.6% | +773.7% | -799.3% | -25.7% |
| 5Y | -53.4% | +187.6% | -241.1% | -53.5% |
| 10Y | +23.2% | -98.5% | +121.6% | +25.8% |
| All | +411.3% | -100.0% | +511.3% | +448.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling