+32.4%
SWKS vs ROK
+277.6%
-245.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -1.3% |
| 7D | -2.7% | -11.5% | +8.8% | +3.7% |
| 30D | +8.5% | -10.0% | +18.5% | +14.3% |
| 3M | +17.3% | -11.4% | +28.7% | +24.6% |
| 6M | +25.1% | -13.7% | +38.8% | +34.1% |
| YTD | +33.3% | +1.0% | +32.3% | +27.7% |
| 1Y | +22.9% | +5.6% | +17.3% | +14.3% |
| 3Y | +5.5% | +59.1% | -53.5% | -27.2% |
| 5Y | -41.9% | +26.1% | -68.0% | -54.7% |
| 10Y | +32.4% | +266.4% | -234.0% | -33.9% |
| All | +32.4% | +277.6% | -245.2% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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