+37.8%
SWKS vs ROP
+181.1%
-143.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | -3.1% | +0.2% | -3.3% | -3.5% |
| 30D | +8.3% | +30.3% | -22.0% | -9.0% |
| 3M | +20.2% | +17.8% | +2.5% | +6.6% |
| 6M | +24.9% | +38.9% | -14.0% | -3.4% |
| YTD | +33.2% | +7.6% | +25.5% | +22.3% |
| 1Y | +23.6% | +6.5% | +17.1% | +14.4% |
| 3Y | +1.3% | -6.3% | +7.5% | +2.4% |
| 5Y | -40.6% | +0.9% | -41.5% | -43.9% |
| All | +37.8% | +181.1% | -143.3% | -34.2% |
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