+33.8%
SWKS vs RSG
+23.9%
+9.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.3% | +3.2% |
| 7D | +10.9% | +1.4% | +9.4% | +11.3% |
| 30D | +17.6% | +15.0% | +2.5% | +23.2% |
| 3M | +29.2% | +18.5% | +10.7% | +36.3% |
| 6M | +37.0% | +25.8% | +11.2% | +44.6% |
| YTD | +44.9% | +20.8% | +24.1% | +52.8% |
| 1Y | +33.8% | +24.8% | +9.0% | +42.3% |
| All | +33.8% | +23.9% | +9.9% | +42.3% |
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