+31.0%
SWKS vs RMBS
+543.2%
-512.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.1% |
| 7D | +11.8% | +3.0% | +8.9% | +10.4% |
| 30D | +6.7% | -14.4% | +21.2% | +14.0% |
| 3M | 0.0% | -42.8% | +42.9% | +26.4% |
| 6M | +38.7% | -1.4% | +40.1% | +28.3% |
| YTD | +21.4% | -5.4% | +26.8% | +9.6% |
| 1Y | +2.9% | +18.6% | -15.7% | -21.6% |
| 3Y | -16.4% | +57.3% | -73.7% | -53.8% |
| 5Y | -51.2% | +265.7% | -316.9% | -86.1% |
| 10Y | +31.0% | +546.0% | -515.0% | -75.5% |
| All | +31.0% | +543.2% | -512.1% | -75.5% |
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