+23.8%
SWKS vs RMBS
-27.4%
+51.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.3% | -7.6% | -1.2% |
| 7D | -2.7% | -3.9% | +1.1% | -2.3% |
| 30D | +8.5% | -24.9% | +33.4% | +15.4% |
| 3M | +17.3% | -20.5% | +37.8% | +22.1% |
| 6M | +25.1% | -37.5% | +62.6% | +37.9% |
| YTD | +33.3% | -12.1% | +45.5% | +32.7% |
| All | +23.8% | -27.4% | +51.2% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling