+8,794.6%
SWKS vs RVTY
+2,816.3%
+5,978.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | +0.6% |
| 7D | -9.2% | -9.0% | -0.2% | -5.1% |
| 30D | -1.9% | -1.6% | -0.3% | -1.5% |
| 3M | +21.2% | +31.2% | -10.0% | +4.8% |
| 6M | +12.9% | +63.6% | -50.7% | -14.3% |
| YTD | +30.7% | +56.3% | -25.5% | +0.3% |
| 1Y | +14.1% | +63.3% | -49.2% | -14.6% |
| 3Y | -1.7% | +72.4% | -74.1% | -29.3% |
| 5Y | -43.0% | -9.6% | -33.4% | -44.9% |
| 10Y | +34.3% | +203.7% | -169.4% | -27.9% |
| All | +8,794.6% | +2,816.3% | +5,978.3% | +2,009.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling