-43.6%
SWKS vs RRX
+6.5%
-50.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | -1.4% |
| 7D | -6.2% | +7.5% | -13.7% | -10.0% |
| 30D | -1.5% | +3.0% | -4.5% | -3.9% |
| 3M | +23.0% | -5.3% | +28.3% | +24.9% |
| 6M | +27.6% | -26.6% | +54.2% | +43.5% |
| YTD | +32.3% | +21.2% | +11.1% | +11.0% |
| 1Y | +20.1% | +25.9% | -5.8% | -1.8% |
| 3Y | +0.6% | +71.7% | -71.0% | -32.8% |
| All | -43.6% | +6.5% | -50.0% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling