-13.8%
SWKS vs RVMD
+510.7%
-524.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | +9.4% | -10.4% | +19.8% | +11.3% |
| 30D | +17.0% | -11.0% | +27.9% | +18.8% |
| 3M | +28.9% | -14.7% | +43.6% | +31.6% |
| 6M | +33.1% | +14.9% | +18.2% | +28.8% |
| YTD | +44.8% | +116.3% | -71.5% | +20.4% |
| 1Y | +36.2% | +167.6% | -131.4% | +8.3% |
| 3Y | +11.5% | +776.8% | -765.3% | -32.2% |
| 5Y | -37.1% | +424.8% | -461.9% | -62.0% |
| All | -13.8% | +510.7% | -524.6% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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