+31.0%
SWKS vs RRX
+214.6%
-183.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +11.8% | +4.3% | +7.5% | +9.4% |
| 30D | +6.7% | -8.0% | +14.8% | +11.6% |
| 3M | 0.0% | -22.0% | +22.0% | +11.9% |
| 6M | +38.7% | -11.9% | +50.6% | +41.3% |
| YTD | +21.4% | +17.1% | +4.3% | +3.9% |
| 1Y | +2.9% | +14.9% | -12.0% | -11.7% |
| 3Y | -16.4% | +6.9% | -23.3% | -29.0% |
| 5Y | -51.2% | +19.6% | -70.7% | -62.7% |
| 10Y | +31.0% | +215.9% | -184.9% | -47.0% |
| All | +31.0% | +214.6% | -183.5% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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