-53.0%
SWKS vs RNG
-70.5%
+17.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +4.4% |
| 7D | +12.5% | +5.8% | +6.7% | +11.0% |
| 30D | +10.5% | +19.6% | -9.1% | +5.7% |
| 3M | -7.4% | +67.0% | -74.4% | -19.1% |
| 6M | +32.7% | +88.4% | -55.7% | +10.8% |
| YTD | +19.2% | +155.5% | -136.3% | -10.4% |
| 1Y | +2.4% | +141.7% | -139.3% | -22.1% |
| 3Y | -25.6% | +131.1% | -156.7% | -45.6% |
| All | -53.0% | -70.5% | +17.5% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling