-25.2%
SWKS vs RVMD
+502.3%
-527.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +12.5% | +1.0% | +11.5% | +12.4% |
| 30D | +10.5% | +6.4% | +4.0% | +9.8% |
| 3M | -7.4% | +34.9% | -42.3% | -10.1% |
| 6M | +32.7% | +107.6% | -74.9% | +22.2% |
| YTD | +19.2% | +163.7% | -144.5% | +5.1% |
| 1Y | +2.4% | +439.2% | -436.8% | -21.2% |
| All | -25.2% | +502.3% | -527.5% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling