+472.7%
SWKS vs RCAT
-100.0%
+572.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.3% | +7.4% | -2.9% |
| 7D | -4.9% | -18.5% | +13.6% | -4.9% |
| 30D | -1.2% | -37.0% | +35.8% | -1.1% |
| 3M | +24.2% | -54.9% | +79.0% | +24.2% |
| 6M | +21.5% | -63.6% | +85.1% | +21.6% |
| YTD | +33.5% | -49.6% | +83.0% | +33.5% |
| 1Y | +18.9% | -57.8% | +76.7% | +19.0% |
| 3Y | +0.4% | +332.4% | -332.1% | +0.4% |
| 5Y | -44.3% | +48.1% | -92.4% | -44.3% |
| 10Y | +37.1% | -99.6% | +136.8% | +40.0% |
| All | +472.7% | -100.0% | +572.7% | +515.1% |
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