-53.0%
SWKS vs RMBS
+250.7%
-303.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.0% |
| 7D | +12.5% | -0.3% | +12.9% | +12.7% |
| 30D | +10.5% | -12.2% | +22.7% | +15.5% |
| 3M | -7.4% | -49.5% | +42.1% | +16.8% |
| 6M | +32.7% | -7.1% | +39.8% | +28.7% |
| YTD | +19.2% | -7.0% | +26.2% | +11.6% |
| 1Y | +2.4% | +13.3% | -11.0% | -15.3% |
| 3Y | -25.6% | +49.2% | -74.9% | -52.2% |
| All | -53.0% | +250.7% | -303.7% | -84.1% |
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