-37.7%
SWKS vs RUN
-83.2%
+45.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.1% | +1.8% | +5.4% |
| 7D | +5.7% | +3.2% | +2.5% | +5.0% |
| 30D | +17.3% | +19.5% | -2.2% | +13.7% |
| 3M | +28.3% | -9.6% | +37.8% | +29.3% |
| 6M | +26.1% | -37.3% | +63.4% | +33.1% |
| YTD | +41.1% | -50.7% | +91.8% | +50.3% |
| 1Y | +31.4% | -54.1% | +85.5% | +41.0% |
| 3Y | +7.3% | -3.9% | +11.2% | -15.0% |
| 5Y | -37.7% | -84.4% | +46.7% | -35.7% |
| All | -37.7% | -83.2% | +45.5% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling