+2.9%
SWKS vs RSG
-2.3%
+5.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.7% |
| 7D | +11.8% | -0.7% | +12.6% | +11.6% |
| 30D | +6.7% | +3.3% | +3.4% | +7.9% |
| 3M | 0.0% | +8.5% | -8.5% | +2.0% |
| 6M | +38.7% | -3.5% | +42.2% | +41.2% |
| YTD | +21.4% | +5.5% | +15.9% | +24.2% |
| 1Y | +2.9% | -1.7% | +4.6% | +2.6% |
| All | +2.9% | -2.3% | +5.2% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling