+18.9%
SWKS vs ROP
+10.4%
+8.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.8% | -2.3% |
| 7D | -4.9% | +11.7% | -16.6% | -3.4% |
| 30D | -1.2% | +35.5% | -36.6% | +3.5% |
| 3M | +24.2% | +25.6% | -1.5% | +28.5% |
| 6M | +21.5% | +39.3% | -17.8% | +28.2% |
| YTD | +33.5% | +11.6% | +21.8% | +46.4% |
| 1Y | +18.9% | +10.6% | +8.3% | +31.4% |
| All | +18.9% | +10.4% | +8.5% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling