+42.3%
SWKS vs RSG
+418.8%
-376.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.3% |
| 7D | +6.8% | 0.0% | +6.8% | +6.8% |
| 30D | +11.3% | +3.7% | +7.6% | +9.0% |
| 3M | +4.1% | +6.2% | -2.1% | -0.4% |
| 6M | +39.7% | -2.8% | +42.4% | +40.1% |
| YTD | +23.2% | +5.9% | +17.3% | +17.2% |
| 1Y | +5.3% | -1.8% | +7.0% | +4.3% |
| 3Y | -15.1% | +57.5% | -72.6% | -39.3% |
| 5Y | -50.3% | +91.1% | -141.4% | -69.8% |
| 10Y | +42.3% | +428.1% | -385.7% | -58.0% |
| All | +42.3% | +418.8% | -376.4% | -58.0% |
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