+267.0%
RTX vs SWK
+29.6%
+237.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -5.1% | +11.0% | -16.2% | -9.2% |
| 30D | +5.1% | +30.1% | -24.9% | -5.1% |
| 3M | -14.8% | +14.7% | -29.5% | -19.6% |
| 6M | +8.0% | +44.5% | -36.5% | -7.3% |
| YTD | +4.5% | +59.4% | -54.9% | -14.8% |
| 1Y | +9.8% | +77.5% | -67.7% | -14.4% |
| 3Y | +144.2% | +49.5% | +94.7% | +89.3% |
| 5Y | +131.4% | -24.9% | +156.3% | +144.2% |
| All | +267.0% | +29.6% | +237.5% | +162.0% |
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