+10,709.5%
SWKS vs ROP
+25,523.2%
-14,813.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.6% | +7.1% | +5.1% |
| 7D | +12.5% | -4.4% | +16.9% | +14.7% |
| 30D | +10.5% | +3.2% | +7.3% | +8.7% |
| 3M | -7.4% | +23.1% | -30.5% | -16.8% |
| 6M | +32.7% | +13.3% | +19.4% | +22.9% |
| YTD | +19.2% | -7.9% | +27.0% | +20.5% |
| 1Y | +2.4% | -22.1% | +24.4% | +11.5% |
| 3Y | -25.6% | -16.8% | -8.8% | -21.2% |
| 5Y | -53.4% | -13.5% | -39.9% | -51.5% |
| 10Y | +23.2% | +137.7% | -114.5% | -16.4% |
| All | +10,709.5% | +25,523.2% | -14,813.7% | +2,910.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling