+18.9%
SWKS vs ROST
+54.7%
-35.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.0% | -4.6% |
| 7D | -4.9% | +7.8% | -12.7% | -7.1% |
| 30D | -1.2% | +8.6% | -9.7% | -3.8% |
| 3M | +24.2% | -1.9% | +26.1% | +25.1% |
| 6M | +21.5% | +9.1% | +12.3% | +16.8% |
| YTD | +33.5% | +37.2% | -3.7% | +19.5% |
| 1Y | +18.9% | +52.7% | -33.8% | -0.2% |
| All | +18.9% | +54.7% | -35.8% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling