+32.4%
SWKS vs RMBS
+571.2%
-538.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.3% | -7.6% | -2.9% |
| 7D | -2.7% | -3.9% | +1.1% | -2.1% |
| 30D | +8.5% | -24.9% | +33.4% | +20.9% |
| 3M | +17.3% | -20.5% | +37.8% | +26.2% |
| 6M | +25.1% | -37.5% | +62.6% | +46.7% |
| YTD | +33.3% | -12.1% | +45.5% | +21.2% |
| 1Y | +22.9% | -25.0% | +47.9% | +19.7% |
| 3Y | +5.5% | +36.1% | -30.6% | -37.4% |
| 5Y | -41.9% | +236.1% | -278.0% | -83.3% |
| 10Y | +32.4% | +541.3% | -508.9% | -78.2% |
| All | +32.4% | +571.2% | -538.7% | -78.2% |
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