+27.6%
SWKS vs RNG
+234.2%
-206.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +4.5% |
| 7D | +12.5% | +5.8% | +6.7% | +10.8% |
| 30D | +10.5% | +19.6% | -9.1% | +5.1% |
| 3M | -7.4% | +67.0% | -74.4% | -20.6% |
| 6M | +32.7% | +88.4% | -55.7% | +8.1% |
| YTD | +19.2% | +155.5% | -136.3% | -13.4% |
| 1Y | +2.4% | +141.7% | -139.3% | -24.7% |
| 3Y | -25.6% | +131.1% | -156.7% | -47.5% |
| 5Y | -53.4% | -70.6% | +17.2% | -46.2% |
| All | +27.6% | +234.2% | -206.6% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling