+46.0%
SWKS vs RMBS
+579.1%
-533.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.7% | +0.3% | +3.4% |
| 7D | +5.7% | +3.0% | +2.7% | +3.3% |
| 30D | +17.3% | -15.5% | +32.8% | +24.2% |
| 3M | +28.3% | -11.5% | +39.7% | +31.6% |
| 6M | +26.1% | -36.5% | +62.6% | +46.9% |
| YTD | +41.1% | -7.1% | +48.2% | +25.2% |
| 1Y | +31.4% | -18.7% | +50.1% | +23.4% |
| 3Y | +7.3% | +36.2% | -28.9% | -35.7% |
| 5Y | -37.7% | +252.0% | -289.7% | -82.4% |
| 10Y | +46.0% | +561.2% | -515.2% | -76.4% |
| All | +46.0% | +579.1% | -533.0% | -76.4% |
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