+2.5%
SWKS vs RUN
-6.4%
+9.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.6% | +10.4% | +1.1% |
| 7D | -3.1% | +0.3% | -3.5% | -3.4% |
| 30D | +8.3% | +14.0% | -5.7% | +6.2% |
| 3M | +20.2% | -11.8% | +32.0% | +21.3% |
| 6M | +24.9% | -40.4% | +65.3% | +31.1% |
| YTD | +33.2% | -52.7% | +85.8% | +40.4% |
| 1Y | +23.6% | -52.5% | +76.1% | +30.0% |
| All | +2.5% | -6.4% | +9.0% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling