+32.1%
SWKS vs ROL
+216.1%
-184.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.0% |
| 7D | -6.2% | +9.5% | -15.6% | -9.7% |
| 30D | -1.5% | +22.9% | -24.4% | -9.9% |
| 3M | +23.0% | +3.5% | +19.4% | +20.1% |
| 6M | +27.6% | -29.4% | +57.0% | +46.5% |
| YTD | +32.3% | -36.1% | +68.4% | +58.4% |
| 1Y | +20.1% | -34.4% | +54.5% | +42.0% |
| 3Y | +0.6% | +4.0% | -3.4% | -6.7% |
| 5Y | -42.3% | +13.2% | -55.5% | -50.6% |
| All | +32.1% | +216.1% | -184.0% | -43.7% |
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