-36.5%
SWKS vs RRC
+134.0%
-170.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +9.4% | +6.4% | +3.0% | +7.9% |
| 30D | +17.0% | +23.9% | -6.9% | +10.9% |
| 3M | +28.9% | +30.2% | -1.3% | +20.8% |
| 6M | +33.1% | +26.3% | +6.9% | +25.1% |
| YTD | +44.8% | +48.1% | -3.3% | +30.2% |
| 1Y | +36.2% | +37.7% | -1.5% | +24.5% |
| 3Y | +11.5% | +60.3% | -48.8% | -2.8% |
| All | -36.5% | +134.0% | -170.5% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling