+53.5%
RGTI vs SWKS
-54.0%
+107.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -2.5% |
| 7D | -2.5% | +12.5% | -15.0% | -11.1% |
| 30D | -9.4% | +10.5% | -19.9% | -16.3% |
| 3M | -37.1% | -7.4% | -29.7% | -33.0% |
| 6M | -14.4% | +32.7% | -47.1% | -31.2% |
| YTD | -31.4% | +19.2% | -50.5% | -41.4% |
| 1Y | +0.5% | +2.4% | -1.9% | -3.2% |
| 3Y | +726.1% | -25.6% | +751.7% | +868.8% |
| 5Y | +56.2% | -53.4% | +109.6% | +90.8% |
| All | +53.5% | -54.0% | +107.5% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling