-37.7%
SWKS vs RVTY
-9.4%
-28.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.5% | +6.5% | +6.2% |
| 7D | +5.7% | -0.7% | +6.4% | +5.9% |
| 30D | +17.3% | +1.7% | +15.6% | +15.9% |
| 3M | +28.3% | +36.8% | -8.5% | +8.7% |
| 6M | +26.1% | +60.1% | -34.0% | -2.8% |
| YTD | +41.1% | +64.0% | -22.9% | +5.1% |
| 1Y | +31.4% | +68.2% | -36.8% | -3.9% |
| 3Y | +7.3% | +88.8% | -81.5% | -27.3% |
| 5Y | -37.7% | -10.5% | -27.2% | -40.0% |
| All | -37.7% | -9.4% | -28.3% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling