-43.6%
SWKS vs RVTY
-7.4%
-36.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | -0.2% |
| 7D | -6.2% | -1.2% | -5.0% | -5.8% |
| 30D | -1.5% | +1.0% | -2.5% | -2.3% |
| 3M | +23.0% | +35.8% | -12.9% | +4.6% |
| 6M | +27.6% | +56.7% | -29.1% | -0.5% |
| YTD | +32.3% | +60.7% | -28.4% | -0.4% |
| 1Y | +20.1% | +73.7% | -53.6% | -13.9% |
| 3Y | +0.6% | +82.8% | -82.1% | -30.6% |
| All | -43.6% | -7.4% | -36.1% | -45.6% |
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