-36.5%
SWKS vs RMBS
+240.2%
-276.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.0% |
| 7D | +9.4% | +10.3% | -0.9% | +5.6% |
| 30D | +17.0% | -10.7% | +27.7% | +20.2% |
| 3M | +28.9% | -17.2% | +46.1% | +35.0% |
| 6M | +33.1% | -39.0% | +72.2% | +53.2% |
| YTD | +44.8% | -10.5% | +55.3% | +34.9% |
| 1Y | +36.2% | -11.0% | +47.2% | +26.4% |
| 3Y | +11.5% | +31.3% | -19.8% | -24.3% |
| All | -36.5% | +240.2% | -276.8% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling