+25.9%
SWKS vs ROP
+137.6%
-111.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.6% | +7.1% | +5.9% |
| 7D | +12.5% | -4.4% | +16.9% | +15.7% |
| 30D | +10.5% | +3.2% | +7.3% | +7.9% |
| 3M | -7.4% | +23.1% | -30.5% | -21.3% |
| 6M | +32.7% | +13.3% | +19.4% | +18.2% |
| YTD | +19.2% | -7.9% | +27.0% | +22.4% |
| 1Y | +2.4% | -22.1% | +24.4% | +18.9% |
| 3Y | -25.6% | -16.8% | -8.8% | -18.2% |
| 5Y | -53.4% | -13.5% | -39.9% | -51.0% |
| All | +25.9% | +137.6% | -111.7% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling