+32.1%
SWKS vs RMBS
+512.9%
-480.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.0% | -5.8% | -1.9% |
| 7D | -6.2% | -12.0% | +5.8% | -1.6% |
| 30D | -1.5% | -33.1% | +31.7% | +15.9% |
| 3M | +23.0% | -23.7% | +46.7% | +34.9% |
| 6M | +27.6% | -42.7% | +70.3% | +55.7% |
| YTD | +32.3% | -18.9% | +51.2% | +24.8% |
| 1Y | +20.1% | -30.0% | +50.1% | +20.7% |
| 3Y | +0.6% | +28.8% | -28.2% | -39.1% |
| 5Y | -42.3% | +210.5% | -252.9% | -82.8% |
| All | +32.1% | +512.9% | -480.8% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling