+50.8%
SWKS vs ROL
+221.5%
-170.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.1% |
| 7D | +9.4% | +3.0% | +6.4% | +8.1% |
| 30D | +17.0% | +19.8% | -2.8% | +8.2% |
| 3M | +28.9% | +7.9% | +21.0% | +23.8% |
| 6M | +33.1% | -25.6% | +58.8% | +49.6% |
| YTD | +44.8% | -34.1% | +78.9% | +71.2% |
| 1Y | +36.2% | -31.4% | +67.6% | +57.9% |
| 3Y | +11.5% | +4.7% | +6.8% | +3.3% |
| 5Y | -37.1% | +15.6% | -52.7% | -46.5% |
| All | +50.8% | +221.5% | -170.7% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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