-39.4%
SWKS vs ROIV
+248.8%
-288.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.5% |
| 7D | -9.2% | -2.4% | -6.8% | -8.9% |
| 30D | -1.9% | +3.1% | -5.0% | -2.4% |
| 3M | +21.2% | +5.8% | +15.4% | +19.6% |
| 6M | +12.9% | +29.3% | -16.4% | +7.9% |
| YTD | +30.7% | +68.8% | -38.0% | +19.6% |
| 1Y | +14.1% | +81.0% | -66.9% | +3.2% |
| 3Y | -1.7% | +294.6% | -296.3% | -21.0% |
| 5Y | -43.0% | +373.1% | -416.1% | -59.2% |
| All | -39.4% | +248.8% | -288.2% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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