-27.8%
SWKS vs RVMD
+634.9%
-662.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | +11.8% | -1.2% | +13.0% | +12.0% |
| 30D | +6.7% | +1.1% | +5.7% | +6.5% |
| 3M | 0.0% | +39.6% | -39.6% | -5.7% |
| 6M | +38.7% | +110.7% | -72.0% | +19.4% |
| YTD | +21.4% | +160.3% | -138.9% | -1.6% |
| 1Y | +2.9% | +404.9% | -402.0% | -27.7% |
| 3Y | -16.4% | +545.5% | -561.9% | -46.9% |
| 5Y | -51.2% | +584.7% | -635.8% | -71.9% |
| All | -27.8% | +634.9% | -662.7% | -65.3% |
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