+1,940.9%
SWKS vs RSG
+2,252.1%
-311.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -6.2% | +1.2% | -7.3% | -6.6% |
| 30D | -1.5% | +14.2% | -15.7% | -6.7% |
| 3M | +23.0% | +18.2% | +4.8% | +14.7% |
| 6M | +27.6% | +24.4% | +3.2% | +15.6% |
| YTD | +32.3% | +17.9% | +14.4% | +22.2% |
| 1Y | +20.1% | +22.3% | -2.2% | +9.2% |
| 3Y | +0.6% | +65.1% | -64.5% | -19.5% |
| 5Y | -42.3% | +97.9% | -140.2% | -57.5% |
| 10Y | +35.9% | +464.6% | -428.7% | -32.6% |
| All | +1,940.9% | +2,252.1% | -311.2% | +598.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling