-53.0%
SWKS vs ROP
-13.6%
-39.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.6% | +7.1% | +5.3% |
| 7D | +12.5% | -4.4% | +16.9% | +15.0% |
| 30D | +10.5% | +3.2% | +7.3% | +8.4% |
| 3M | -7.4% | +23.1% | -30.5% | -18.8% |
| 6M | +32.7% | +13.3% | +19.4% | +21.5% |
| YTD | +19.2% | -7.9% | +27.0% | +25.3% |
| 1Y | +2.4% | -22.1% | +24.4% | +21.8% |
| 3Y | -25.6% | -16.8% | -8.8% | -16.3% |
| All | -53.0% | -13.6% | -39.4% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling