+15.2%
SWKS vs RUN
-24.4%
+39.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.3% | -14.3% | -4.2% |
| 7D | -9.2% | +30.0% | -39.2% | -13.5% |
| 30D | -1.9% | +27.0% | -28.9% | -6.4% |
| 3M | +21.2% | -5.9% | +27.1% | +21.5% |
| 6M | +12.9% | -26.7% | +39.6% | +17.4% |
| YTD | +30.7% | -46.4% | +77.1% | +39.1% |
| 1Y | +14.1% | -52.1% | +66.2% | +22.9% |
| 3Y | -1.7% | -8.9% | +7.3% | -22.8% |
| 5Y | -43.0% | -82.4% | +39.4% | -43.8% |
| 10Y | +34.3% | +109.6% | -75.2% | -21.2% |
| All | +15.2% | -24.4% | +39.6% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling