+46.0%
SWKS vs RSG
+452.5%
-406.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.7% | +5.3% | +5.6% |
| 7D | +5.7% | +1.6% | +4.1% | +4.8% |
| 30D | +17.3% | +13.5% | +3.9% | +9.4% |
| 3M | +28.3% | +16.3% | +12.0% | +17.6% |
| 6M | +26.1% | +26.9% | -0.8% | +8.3% |
| YTD | +41.1% | +19.1% | +22.0% | +25.4% |
| 1Y | +31.4% | +21.8% | +9.6% | +14.9% |
| 3Y | +7.3% | +63.5% | -56.2% | -24.3% |
| 5Y | -37.7% | +98.6% | -136.3% | -62.4% |
| 10Y | +46.0% | +444.4% | -398.4% | -58.7% |
| All | +46.0% | +452.5% | -406.5% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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