+0.6%
SWKS vs ROST
+95.7%
-95.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.1% |
| 7D | -6.2% | +1.2% | -7.4% | -7.0% |
| 30D | -1.5% | +2.5% | -4.0% | -3.1% |
| 3M | +23.0% | -9.0% | +31.9% | +28.4% |
| 6M | +27.6% | +1.3% | +26.3% | +25.0% |
| YTD | +32.3% | +29.1% | +3.3% | +12.1% |
| 1Y | +20.1% | +45.4% | -25.3% | -5.7% |
| 3Y | +0.6% | +94.9% | -94.2% | -33.4% |
| All | +0.6% | +95.7% | -95.1% | -33.4% |
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