+50.8%
SWKS vs RRC
+73.1%
-22.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +9.4% | +6.4% | +3.0% | +8.4% |
| 30D | +17.0% | +23.9% | -6.9% | +12.8% |
| 3M | +28.9% | +30.2% | -1.3% | +23.3% |
| 6M | +33.1% | +26.3% | +6.9% | +27.6% |
| YTD | +44.8% | +48.1% | -3.3% | +34.8% |
| 1Y | +36.2% | +37.7% | -1.5% | +28.2% |
| 3Y | +11.5% | +60.3% | -48.8% | +1.9% |
| 5Y | -37.1% | +135.3% | -172.4% | -46.9% |
| All | +50.8% | +73.1% | -22.2% | +6.1% |
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