+1,738.1%
SWKS vs RSG
+2,015.2%
-277.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.9% |
| 7D | +12.5% | +0.3% | +12.2% | +12.4% |
| 30D | +10.5% | +7.6% | +2.9% | +7.3% |
| 3M | -7.4% | +7.4% | -14.8% | -10.7% |
| 6M | +32.7% | -3.3% | +35.9% | +33.0% |
| YTD | +19.2% | +6.0% | +13.2% | +15.2% |
| 1Y | +2.4% | -3.7% | +6.1% | +2.4% |
| 3Y | -25.6% | +59.1% | -84.7% | -39.6% |
| 5Y | -53.4% | +89.0% | -142.5% | -65.0% |
| 10Y | +23.2% | +412.5% | -389.3% | -36.3% |
| All | +1,738.1% | +2,015.2% | -277.2% | +557.8% |
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