+47.0%
SWKS vs ROL
+218.2%
-171.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.1% | +5.8% | +5.9% |
| 7D | +5.7% | +0.8% | +4.9% | +5.3% |
| 30D | +17.3% | +20.6% | -3.3% | +8.3% |
| 3M | +28.3% | +4.5% | +23.8% | +24.8% |
| 6M | +26.1% | -26.5% | +52.6% | +42.3% |
| YTD | +41.1% | -34.8% | +75.9% | +67.6% |
| 1Y | +31.4% | -33.2% | +64.6% | +54.2% |
| 3Y | +7.3% | +4.5% | +2.8% | -0.6% |
| 5Y | -37.7% | +15.5% | -53.2% | -47.1% |
| All | +47.0% | +218.2% | -171.2% | -37.9% |
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