-51.2%
SWKS vs RY
+140.3%
-191.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.5% |
| 7D | +11.8% | +2.7% | +9.1% | +9.2% |
| 30D | +6.7% | -1.0% | +7.7% | +7.5% |
| 3M | 0.0% | +7.6% | -7.6% | -6.6% |
| 6M | +38.7% | +29.5% | +9.3% | +9.5% |
| YTD | +21.4% | +24.2% | -2.8% | -0.7% |
| 1Y | +2.9% | +46.4% | -43.5% | -27.7% |
| 3Y | -16.4% | +159.4% | -175.8% | -65.3% |
| 5Y | -51.2% | +141.8% | -193.0% | -77.8% |
| All | -51.2% | +140.3% | -191.4% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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