-40.6%
SWKS vs RMD
-6.1%
-34.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | -3.1% | +3.1% | -6.2% | -4.4% |
| 30D | +8.3% | +1.8% | +6.6% | +7.2% |
| 3M | +20.2% | +6.7% | +13.5% | +16.6% |
| 6M | +24.9% | +13.9% | +11.0% | +16.9% |
| YTD | +33.2% | -2.0% | +35.2% | +32.0% |
| 1Y | +23.6% | -5.4% | +29.0% | +24.3% |
| 3Y | +1.3% | +67.4% | -66.1% | -20.2% |
| 5Y | -40.6% | -5.7% | -34.9% | -42.6% |
| All | -40.6% | -6.1% | -34.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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