+32.4%
SWKS vs ROL
+222.1%
-189.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | -0.1% |
| 7D | -2.7% | +7.5% | -10.3% | -5.7% |
| 30D | +8.5% | +21.1% | -12.7% | -0.1% |
| 3M | +17.3% | +3.1% | +14.1% | +14.8% |
| 6M | +25.1% | -27.4% | +52.5% | +42.0% |
| YTD | +33.3% | -34.7% | +68.1% | +58.3% |
| 1Y | +22.9% | -32.9% | +55.8% | +44.0% |
| 3Y | +5.5% | +6.1% | -0.6% | -2.9% |
| 5Y | -41.9% | +16.3% | -58.2% | -50.8% |
| 10Y | +32.4% | +214.9% | -182.4% | -44.8% |
| All | +32.4% | +222.1% | -189.6% | -44.8% |
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