-43.0%
SWKS vs ROL
+14.0%
-57.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -9.2% | +11.7% | -20.9% | -11.7% |
| 30D | -1.9% | +27.7% | -29.6% | -8.0% |
| 3M | +21.2% | +3.7% | +17.6% | +19.9% |
| 6M | +12.9% | -27.8% | +40.7% | +24.2% |
| YTD | +30.7% | -34.7% | +65.4% | +48.5% |
| 1Y | +14.1% | -34.1% | +48.2% | +29.2% |
| 3Y | -1.7% | +5.9% | -7.6% | -6.4% |
| 5Y | -43.0% | +15.6% | -58.6% | -50.5% |
| All | -43.0% | +14.0% | -57.0% | -50.5% |
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 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