-2.8%
RGTI vs SWKS
-44.1%
+41.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.8% |
| 7D | -18.1% | +9.4% | -27.6% | -23.7% |
| 30D | -17.6% | +17.0% | -34.6% | -26.5% |
| 3M | -48.3% | +28.9% | -77.3% | -58.9% |
| 6M | -47.8% | +33.1% | -80.9% | -58.8% |
| YTD | -56.6% | +44.8% | -101.4% | -69.0% |
| 1Y | -61.8% | +36.2% | -98.0% | -71.4% |
| 3Y | +807.5% | +11.5% | +796.1% | +667.5% |
| 5Y | -8.8% | -37.1% | +28.2% | -6.7% |
| All | -2.8% | -44.1% | +41.3% | -0.7% |
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