+8,794.6%
SWKS vs ROST
+71,708.0%
-62,913.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -0.9% |
| 7D | -9.2% | +1.3% | -10.5% | -9.6% |
| 30D | -1.9% | +4.9% | -6.8% | -3.4% |
| 3M | +21.2% | -6.9% | +28.2% | +23.3% |
| 6M | +12.9% | +3.8% | +9.1% | +11.2% |
| YTD | +30.7% | +31.4% | -0.6% | +20.3% |
| 1Y | +14.1% | +46.2% | -32.1% | +1.9% |
| 3Y | -1.7% | +99.8% | -101.5% | -19.5% |
| 5Y | -43.0% | +107.6% | -150.6% | -54.5% |
| 10Y | +34.3% | +322.2% | -287.9% | -12.3% |
| All | +8,794.6% | +71,708.0% | -62,913.4% | +2,883.3% |
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