+1,956.8%
SWKS vs RSG
+2,251.5%
-294.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.7% | +0.3% | -3.1% | -2.9% |
| 30D | +8.5% | +13.8% | -5.3% | +2.9% |
| 3M | +17.3% | +15.4% | +1.9% | +10.4% |
| 6M | +25.1% | +24.1% | +1.0% | +13.4% |
| YTD | +33.3% | +17.8% | +15.5% | +23.2% |
| 1Y | +22.9% | +21.5% | +1.4% | +12.0% |
| 3Y | +5.5% | +63.3% | -57.8% | -15.2% |
| 5Y | -41.9% | +97.3% | -139.2% | -57.1% |
| 10Y | +32.4% | +448.1% | -415.7% | -33.6% |
| All | +1,956.8% | +2,251.5% | -294.6% | +603.6% |
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 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