+50.8%
SWKS vs RUN
+68.6%
-17.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +9.4% | -13.5% | +23.0% | +12.1% |
| 30D | +17.0% | +18.3% | -1.3% | +12.6% |
| 3M | +28.9% | -12.5% | +41.4% | +30.8% |
| 6M | +33.1% | -40.3% | +73.5% | +43.7% |
| YTD | +44.8% | -53.1% | +97.9% | +58.1% |
| 1Y | +36.2% | -54.3% | +90.5% | +48.8% |
| 3Y | +11.5% | -6.5% | +18.0% | -15.9% |
| 5Y | -37.1% | -85.3% | +48.2% | -35.3% |
| All | +50.8% | +68.6% | -17.7% | -21.6% |
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