+147.2%
RTX vs SWK
+46.5%
+100.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -3.0% |
| 7D | -3.8% | +11.3% | -15.0% | -5.0% |
| 30D | +4.7% | +28.1% | -23.4% | +1.6% |
| 3M | -13.4% | +12.6% | -26.0% | -14.7% |
| 6M | +11.8% | +51.7% | -39.9% | +5.9% |
| YTD | +5.8% | +60.0% | -54.2% | -0.9% |
| 1Y | +11.9% | +72.7% | -60.8% | +3.9% |
| All | +147.2% | +46.5% | +100.7% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling