+46.0%
SWKS vs RRC
+72.2%
-26.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.3% | +4.7% | +5.8% |
| 7D | +5.7% | -0.5% | +6.2% | +5.7% |
| 30D | +17.3% | +25.2% | -7.9% | +12.9% |
| 3M | +28.3% | +27.8% | +0.4% | +23.0% |
| 6M | +26.1% | +27.2% | -1.2% | +20.6% |
| YTD | +41.1% | +48.2% | -7.1% | +31.4% |
| 1Y | +31.4% | +34.7% | -3.3% | +24.1% |
| 3Y | +7.3% | +62.2% | -54.9% | -2.1% |
| 5Y | -37.7% | +130.9% | -168.6% | -47.3% |
| 10Y | +46.0% | +73.4% | -27.4% | +2.3% |
| All | +46.0% | +72.2% | -26.2% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling