+8,902.0%
SWKS vs ROST
+70,444.2%
-61,542.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.7% |
| 7D | -6.2% | +1.2% | -7.4% | -6.6% |
| 30D | -1.5% | +2.5% | -4.0% | -2.3% |
| 3M | +23.0% | -9.0% | +31.9% | +25.8% |
| 6M | +27.6% | +1.3% | +26.3% | +26.5% |
| YTD | +32.3% | +29.1% | +3.3% | +22.3% |
| 1Y | +20.1% | +45.4% | -25.3% | +7.4% |
| 3Y | +0.6% | +94.9% | -94.2% | -17.1% |
| 5Y | -42.3% | +104.0% | -146.3% | -53.7% |
| 10Y | +35.9% | +314.8% | -278.9% | -10.8% |
| All | +8,902.0% | +70,444.2% | -61,542.3% | +2,934.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling