-53.0%
SWKS vs RUN
-80.5%
+27.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +4.0% | +3.6% |
| 7D | +12.5% | +1.3% | +11.3% | +12.3% |
| 30D | +10.5% | -15.3% | +25.7% | +13.0% |
| 3M | -7.4% | -40.0% | +32.6% | -0.8% |
| 6M | +32.7% | -27.0% | +59.6% | +37.3% |
| YTD | +19.2% | -51.7% | +70.8% | +28.2% |
| 1Y | +2.4% | -45.9% | +48.3% | +7.1% |
| 3Y | -25.6% | -43.8% | +18.1% | -34.8% |
| All | -53.0% | -80.5% | +27.4% | -53.7% |
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