+11,759.5%
SWKS vs ROP
+30,787.8%
-19,028.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -9.2% | +9.2% | -18.4% | -12.9% |
| 30D | -1.9% | +35.5% | -37.4% | -14.9% |
| 3M | +21.2% | +24.4% | -3.2% | +8.6% |
| 6M | +12.9% | +38.0% | -25.1% | -5.1% |
| YTD | +30.7% | +11.1% | +19.7% | +20.3% |
| 1Y | +14.1% | +10.9% | +3.2% | +5.1% |
| 3Y | -1.7% | -0.5% | -1.2% | -4.8% |
| 5Y | -43.0% | +4.5% | -47.5% | -46.0% |
| 10Y | +34.3% | +207.5% | -173.1% | -19.5% |
| All | +11,759.5% | +30,787.8% | -19,028.3% | +2,905.4% |
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