+37.8%
SWKS vs RUN
+67.2%
-29.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.6% | +10.4% | +1.8% |
| 7D | -3.1% | +0.3% | -3.5% | -3.5% |
| 30D | +8.3% | +14.0% | -5.7% | +5.0% |
| 3M | +20.2% | -11.8% | +32.0% | +21.9% |
| 6M | +24.9% | -40.4% | +65.3% | +34.9% |
| YTD | +33.2% | -52.7% | +85.8% | +45.2% |
| 1Y | +23.6% | -52.5% | +76.1% | +34.0% |
| 3Y | +1.3% | -7.7% | +9.0% | -23.3% |
| 5Y | -40.6% | -83.9% | +43.3% | -40.3% |
| All | +37.8% | +67.2% | -29.4% | -28.7% |
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