+3,715.1%
SWKS vs RMBS
+1,339.3%
+2,375.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.1% |
| 7D | +12.5% | -0.3% | +12.9% | +12.6% |
| 30D | +10.5% | -12.2% | +22.7% | +14.7% |
| 3M | -7.4% | -49.5% | +42.1% | +12.7% |
| 6M | +32.7% | -7.1% | +39.8% | +30.3% |
| YTD | +19.2% | -7.0% | +26.2% | +14.4% |
| 1Y | +2.4% | +13.3% | -11.0% | -9.5% |
| 3Y | -25.6% | +49.2% | -74.9% | -42.8% |
| 5Y | -53.4% | +250.0% | -303.4% | -72.6% |
| 10Y | +23.2% | +495.1% | -472.0% | -37.7% |
| All | +3,715.1% | +1,339.3% | +2,375.8% | +835.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling