+53.9%
RGTI vs SWKS
-52.4%
+106.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.8% |
| 7D | +2.5% | +6.8% | -4.3% | -2.5% |
| 30D | -13.7% | +11.3% | -24.9% | -20.8% |
| 3M | -22.6% | +4.1% | -26.7% | -24.9% |
| 6M | -13.4% | +39.7% | -53.1% | -33.0% |
| YTD | -31.2% | +23.2% | -54.4% | -42.7% |
| 1Y | -7.6% | +5.3% | -12.9% | -12.9% |
| 3Y | +669.7% | -15.1% | +684.8% | +722.5% |
| 5Y | +57.0% | -50.3% | +107.4% | +86.9% |
| All | +53.9% | -52.4% | +106.4% | +83.3% |
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