+31.4%
SWKS vs RSG
+23.7%
+7.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.7% | +5.3% | +6.2% |
| 7D | +5.7% | +1.6% | +4.1% | +6.3% |
| 30D | +17.3% | +13.5% | +3.9% | +22.4% |
| 3M | +28.3% | +16.3% | +12.0% | +34.6% |
| 6M | +26.1% | +26.9% | -0.8% | +32.4% |
| YTD | +41.1% | +19.1% | +22.0% | +48.3% |
| 1Y | +31.4% | +21.8% | +9.6% | +39.1% |
| All | +31.4% | +23.7% | +7.8% | +39.1% |
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