+32.4%
SWKS vs ROST
+324.5%
-292.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.4% |
| 7D | -2.7% | +2.8% | -5.5% | -4.2% |
| 30D | +8.5% | +6.6% | +1.9% | +4.9% |
| 3M | +17.3% | -7.0% | +24.3% | +20.5% |
| 6M | +25.1% | +5.4% | +19.7% | +20.9% |
| YTD | +33.3% | +32.4% | +1.0% | +15.2% |
| 1Y | +22.9% | +48.4% | -25.5% | +0.4% |
| 3Y | +5.5% | +99.5% | -93.9% | -25.3% |
| 5Y | -41.9% | +109.9% | -151.8% | -61.1% |
| 10Y | +32.4% | +315.5% | -283.1% | -29.2% |
| All | +32.4% | +324.5% | -292.1% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling