+32.4%
SWKS vs ROP
+189.6%
-157.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.4% |
| 7D | -2.7% | -1.6% | -1.1% | -2.0% |
| 30D | +8.5% | +29.5% | -21.1% | -8.5% |
| 3M | +17.3% | +17.5% | -0.3% | +4.1% |
| 6M | +25.1% | +38.1% | -13.0% | -2.9% |
| YTD | +33.3% | +7.0% | +26.4% | +23.0% |
| 1Y | +22.9% | +6.5% | +16.4% | +13.7% |
| 3Y | +5.5% | -5.5% | +11.0% | +6.0% |
| 5Y | -41.9% | -0.4% | -41.5% | -44.7% |
| 10Y | +32.4% | +183.6% | -151.2% | -35.3% |
| All | +32.4% | +189.6% | -157.2% | -35.3% |
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