+273.8%
RTX vs SWK
+32.9%
+240.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.7% | +2.6% |
| 7D | -3.2% | +10.7% | -13.9% | -7.1% |
| 30D | +5.6% | +33.3% | -27.8% | -5.6% |
| 3M | -11.7% | +14.7% | -26.4% | -16.6% |
| 6M | +12.3% | +48.5% | -36.2% | -4.6% |
| YTD | +8.2% | +63.9% | -55.7% | -12.6% |
| 1Y | +12.6% | +80.4% | -67.8% | -12.7% |
| 3Y | +152.8% | +58.1% | +94.7% | +91.5% |
| 5Y | +140.2% | -24.5% | +164.7% | +154.5% |
| 10Y | +273.8% | +29.5% | +244.3% | +168.1% |
| All | +273.8% | +32.9% | +240.9% | +168.1% |
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