+8,007.1%
SWKS vs RVTY
+2,416.7%
+5,590.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.7% |
| 7D | +12.5% | +1.1% | +11.4% | +11.9% |
| 30D | +10.5% | +13.2% | -2.7% | +3.8% |
| 3M | -7.4% | +27.2% | -34.6% | -18.8% |
| 6M | +32.7% | +32.4% | +0.3% | +12.4% |
| YTD | +19.2% | +34.9% | -15.7% | -0.7% |
| 1Y | +2.4% | +52.4% | -50.0% | -20.3% |
| 3Y | -25.6% | +12.3% | -37.9% | -33.9% |
| 5Y | -53.4% | -30.8% | -22.6% | -48.2% |
| 10Y | +23.2% | +150.7% | -127.5% | -26.6% |
| All | +8,007.1% | +2,416.7% | +5,590.5% | +1,988.3% |
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