+11.5%
SWKS vs RSG
+66.5%
-55.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.4% | +2.5% | +6.9% | +9.2% |
| 30D | +17.0% | +12.7% | +4.3% | +15.5% |
| 3M | +28.9% | +17.9% | +11.0% | +26.3% |
| 6M | +33.1% | +25.0% | +8.2% | +27.7% |
| YTD | +44.8% | +20.8% | +24.0% | +40.1% |
| 1Y | +36.2% | +24.3% | +11.9% | +30.2% |
| 3Y | +11.5% | +65.3% | -53.8% | +3.1% |
| All | +11.5% | +66.5% | -55.0% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling