+46.0%
SWKS vs RRX
+222.4%
-176.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.5% | +4.4% | +5.2% |
| 7D | +5.7% | +5.4% | +0.3% | +2.5% |
| 30D | +17.3% | +12.0% | +5.3% | +9.1% |
| 3M | +28.3% | +6.1% | +22.1% | +22.5% |
| 6M | +26.1% | -13.2% | +39.3% | +31.3% |
| YTD | +41.1% | +31.0% | +10.1% | +12.2% |
| 1Y | +31.4% | +38.8% | -7.3% | +0.5% |
| 3Y | +7.3% | +70.3% | -63.0% | -30.4% |
| 5Y | -37.7% | +15.5% | -53.2% | -51.5% |
| 10Y | +46.0% | +213.7% | -167.7% | -40.9% |
| All | +46.0% | +222.4% | -176.4% | -40.9% |
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