+4.3%
RGTI vs SWKS
-44.0%
+48.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.7% | -9.7% | -8.9% |
| 7D | +4.9% | +10.9% | -6.0% | -3.1% |
| 30D | -19.2% | +17.6% | -36.8% | -28.2% |
| 3M | -43.9% | +29.2% | -73.1% | -55.4% |
| 6M | -45.8% | +37.0% | -82.8% | -58.2% |
| YTD | -53.4% | +44.9% | -98.3% | -66.7% |
| 1Y | -63.5% | +33.8% | -97.3% | -72.2% |
| 3Y | +964.9% | +10.2% | +954.7% | +807.2% |
| 5Y | -2.1% | -37.0% | +34.9% | +0.1% |
| All | +4.3% | -44.0% | +48.4% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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