+53.9%
RGTI vs SWK
-46.6%
+100.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.2% |
| 7D | +2.5% | -4.6% | +7.0% | +5.5% |
| 30D | -13.7% | -9.9% | -3.8% | -7.8% |
| 3M | -22.6% | +15.4% | -38.0% | -29.7% |
| 6M | -13.4% | +25.0% | -38.4% | -25.7% |
| YTD | -31.2% | +27.2% | -58.4% | -42.2% |
| 1Y | -7.6% | +24.6% | -32.2% | -22.3% |
| 3Y | +669.7% | +13.7% | +656.0% | +575.4% |
| 5Y | +57.0% | -41.5% | +98.6% | +43.7% |
| All | +53.9% | -46.6% | +100.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling