-25.2%
SWKS vs ROST
+95.5%
-120.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +12.5% | +0.9% | +11.6% | +12.0% |
| 30D | +10.5% | -8.9% | +19.4% | +15.9% |
| 3M | -7.4% | -0.8% | -6.6% | -7.3% |
| 6M | +32.7% | +8.5% | +24.2% | +25.9% |
| YTD | +19.2% | +28.6% | -9.4% | +1.7% |
| 1Y | +2.4% | +52.3% | -50.0% | -21.5% |
| All | -25.2% | +95.5% | -120.7% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling