+5.5%
SWKS vs RGEN
+19.6%
-14.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.4% | -0.1% |
| 7D | -2.7% | +3.5% | -6.2% | -3.7% |
| 30D | +8.5% | +2.9% | +5.6% | +7.5% |
| 3M | +17.3% | +9.2% | +8.1% | +13.7% |
| 6M | +25.1% | +44.9% | -19.8% | +10.6% |
| YTD | +33.3% | +9.2% | +24.1% | +27.5% |
| 1Y | +22.9% | +25.3% | -2.4% | +12.3% |
| 3Y | +5.5% | +21.7% | -16.2% | -7.7% |
| All | +5.5% | +19.6% | -14.1% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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