-36.5%
SWKS vs ROST
+109.2%
-145.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.0% |
| 7D | +9.4% | +0.3% | +9.2% | +9.2% |
| 30D | +17.0% | +0.5% | +16.5% | +16.2% |
| 3M | +28.9% | -5.2% | +34.2% | +31.5% |
| 6M | +33.1% | +9.8% | +23.3% | +26.2% |
| YTD | +44.8% | +29.4% | +15.4% | +25.1% |
| 1Y | +36.2% | +44.4% | -8.1% | +11.2% |
| 3Y | +11.5% | +95.0% | -83.5% | -22.3% |
| All | -36.5% | +109.2% | -145.8% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling