+32.4%
SWKS vs RVTY
+217.6%
-185.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -1.3% |
| 7D | -2.7% | +6.0% | -8.8% | -6.3% |
| 30D | +8.5% | +4.3% | +4.2% | +5.4% |
| 3M | +17.3% | +40.2% | -22.9% | -5.2% |
| 6M | +25.1% | +59.3% | -34.2% | -8.0% |
| YTD | +33.3% | +66.5% | -33.2% | -7.0% |
| 1Y | +22.9% | +77.5% | -54.6% | -18.2% |
| 3Y | +5.5% | +92.5% | -86.9% | -35.3% |
| 5Y | -41.9% | -6.8% | -35.1% | -44.5% |
| 10Y | +32.4% | +225.4% | -193.0% | -41.1% |
| All | +32.4% | +217.6% | -185.2% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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