+32.1%
SWKS vs RUN
+102.4%
-70.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | -6.2% | +33.4% | -39.6% | -11.3% |
| 30D | -1.5% | +31.1% | -32.6% | -6.8% |
| 3M | +23.0% | +6.4% | +16.6% | +20.7% |
| 6M | +27.6% | -22.2% | +49.8% | +31.4% |
| YTD | +32.3% | -45.8% | +78.1% | +41.0% |
| 1Y | +20.1% | -51.1% | +71.2% | +29.4% |
| 3Y | +0.6% | -3.0% | +3.7% | -24.1% |
| 5Y | -42.3% | -82.2% | +39.9% | -42.8% |
| All | +32.1% | +102.4% | -70.3% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling