+32.1%
SWKS vs ROP
+195.2%
-163.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +3.0% |
| 7D | -6.2% | +2.1% | -8.3% | -7.6% |
| 30D | -1.5% | +32.9% | -34.4% | -18.2% |
| 3M | +23.0% | +20.0% | +2.9% | +7.8% |
| 6M | +27.6% | +36.4% | -8.8% | -0.1% |
| YTD | +32.3% | +7.8% | +24.5% | +21.5% |
| 1Y | +20.1% | +8.0% | +12.1% | +10.1% |
| 3Y | +0.6% | -3.5% | +4.1% | -0.4% |
| 5Y | -42.3% | +1.5% | -43.8% | -45.7% |
| All | +32.1% | +195.2% | -163.1% | -36.1% |
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