-43.6%
SWKS vs ROL
+13.1%
-56.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.7% |
| 7D | -6.2% | +9.5% | -15.6% | -8.4% |
| 30D | -1.5% | +22.9% | -24.4% | -6.7% |
| 3M | +23.0% | +3.5% | +19.4% | +21.5% |
| 6M | +27.6% | -29.4% | +57.0% | +41.2% |
| YTD | +32.3% | -36.1% | +68.4% | +51.1% |
| 1Y | +20.1% | -34.4% | +54.5% | +35.9% |
| 3Y | +0.6% | +4.0% | -3.4% | -3.8% |
| All | -43.6% | +13.1% | -56.7% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling