+267.0%
RTX vs SWKS
+33.1%
+233.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -5.1% | -6.2% | +1.0% | -3.9% |
| 30D | +5.1% | -1.5% | +6.6% | +5.3% |
| 3M | -14.8% | +23.0% | -37.8% | -19.5% |
| 6M | +8.0% | +27.6% | -19.6% | -0.2% |
| YTD | +4.5% | +32.3% | -27.9% | -5.4% |
| 1Y | +9.8% | +20.1% | -10.3% | +1.7% |
| 3Y | +144.2% | +0.6% | +143.5% | +122.3% |
| 5Y | +131.4% | -42.3% | +173.7% | +143.4% |
| All | +267.0% | +33.1% | +233.9% | +180.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling