+281.8%
SWKS vs RNG
+327.7%
-45.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +4.6% |
| 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% | -24.6% |
| 3Y | -25.6% | +131.1% | -156.7% | -47.4% |
| 5Y | -53.4% | -70.6% | +17.2% | -46.9% |
| 10Y | +23.2% | +228.2% | -205.1% | -37.6% |
| All | +281.8% | +327.7% | -45.9% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling