+32.4%
SWKS vs RNG
+259.3%
-226.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -2.7% | -6.2% | +3.5% | -1.2% |
| 30D | +8.5% | -8.0% | +16.5% | +10.5% |
| 3M | +17.3% | +15.7% | +1.6% | +11.6% |
| 6M | +25.1% | +60.3% | -35.2% | +6.8% |
| YTD | +33.3% | +153.8% | -120.4% | -3.6% |
| 1Y | +22.9% | +172.2% | -149.3% | -13.0% |
| 3Y | +5.5% | +174.8% | -169.3% | -29.3% |
| 5Y | -41.9% | -68.6% | +26.7% | -34.7% |
| 10Y | +32.4% | +248.2% | -215.8% | -37.4% |
| All | +32.4% | +259.3% | -226.9% | -37.4% |
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