-43.0%
SWKS vs RL
+232.3%
-275.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.3% | +0.9% |
| 7D | -9.2% | -4.7% | -4.5% | -7.6% |
| 30D | -1.9% | +3.6% | -5.5% | -3.7% |
| 3M | +21.2% | +0.5% | +20.7% | +19.8% |
| 6M | +12.9% | +6.6% | +6.3% | +7.8% |
| YTD | +30.7% | +8.8% | +21.9% | +22.3% |
| 1Y | +14.1% | +21.8% | -7.6% | +0.8% |
| 3Y | -1.7% | +245.8% | -247.5% | -53.0% |
| 5Y | -43.0% | +230.0% | -273.0% | -73.7% |
| All | -43.0% | +232.3% | -275.3% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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