-25.2%
SWKS vs RGEN
-3.7%
-21.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | +12.5% | -4.9% | +17.4% | +13.9% |
| 30D | +10.5% | +5.7% | +4.8% | +8.8% |
| 3M | -7.4% | +32.4% | -39.8% | -14.8% |
| 6M | +32.7% | +33.2% | -0.5% | +20.6% |
| YTD | +19.2% | +2.3% | +16.9% | +16.7% |
| 1Y | +2.4% | +39.0% | -36.6% | -9.2% |
| All | -25.2% | -3.7% | -21.5% | -31.3% |
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