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  • SWKS vs RF✓SelectedUSD · RFSWKS vs RF performance historyLatest closeAs of+3.52%09/04
Stock and ETF performance explorer

SWKS vs RF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,007.1%
RF return
+1,537.4%
Excess return
+6,469.7%
Maximum drawdown
-96.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRFExcessAlpha
1D+3.5%-0.1%+3.6%+3.5%
7D+12.5%+1.3%+11.2%+12.0%
30D+10.5%-3.6%+14.1%+11.8%
3M-7.4%+8.1%-15.5%-9.9%
6M+32.7%+11.5%+21.2%+27.6%
YTD+19.2%+15.6%+3.6%+13.2%
1Y+2.4%+15.7%-13.3%-2.9%
3Y-25.6%+86.9%-112.5%-39.7%
5Y-53.4%+89.8%-143.2%-62.8%
10Y+23.2%+344.7%-321.5%-27.7%
All+8,007.1%+1,537.4%+6,469.7%+2,252.9%

Cumulative growth

Daily Returns

Daily percentage return beside RF.

Daily Out/Under-Performance

Portfolio return minus RF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RF 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 RF 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