-29.1%
SWKS vs RVMD
+644.5%
-673.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +12.5% | +1.0% | +11.5% | +12.3% |
| 30D | +10.5% | +6.4% | +4.0% | +9.3% |
| 3M | -7.4% | +34.9% | -42.3% | -12.1% |
| 6M | +32.7% | +107.6% | -74.9% | +14.6% |
| YTD | +19.2% | +163.7% | -144.5% | -3.6% |
| 1Y | +2.4% | +439.2% | -436.8% | -29.0% |
| 3Y | -25.6% | +499.2% | -524.8% | -52.0% |
| 5Y | -53.4% | +621.7% | -675.1% | -73.5% |
| All | -29.1% | +644.5% | -673.6% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling