+169.3%
RTX vs SWKS
-53.5%
+222.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.0% |
| 7D | -5.2% | +12.5% | -17.7% | -6.3% |
| 30D | -9.4% | +10.5% | -19.9% | -10.4% |
| 3M | +12.3% | -7.4% | +19.7% | +12.9% |
| 6M | -3.1% | +32.7% | -35.8% | -7.4% |
| YTD | +10.7% | +19.2% | -8.5% | +7.1% |
| 1Y | +28.4% | +2.4% | +26.0% | +26.6% |
| 3Y | +147.1% | -25.6% | +172.7% | +147.0% |
| All | +169.3% | -53.5% | +222.8% | +181.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling