-38.2%
SWKS vs ROIV
+264.1%
-302.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.0% | -3.8% |
| 7D | -4.9% | +3.0% | -8.0% | -5.4% |
| 30D | -1.2% | +6.8% | -8.0% | -2.2% |
| 3M | +24.2% | +10.5% | +13.6% | +21.7% |
| 6M | +21.5% | +34.8% | -13.3% | +15.4% |
| YTD | +33.5% | +76.2% | -42.7% | +21.4% |
| 1Y | +18.9% | +92.4% | -73.5% | +6.6% |
| 3Y | +0.4% | +312.0% | -311.6% | -19.8% |
| 5Y | -44.3% | +388.3% | -432.5% | -60.4% |
| All | -38.2% | +264.1% | -302.3% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling