-40.6%
SWKS vs RGEN
-35.9%
-4.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.6% |
| 7D | -3.1% | -2.4% | -0.7% | -2.5% |
| 30D | +8.3% | +0.1% | +8.3% | +8.1% |
| 3M | +20.2% | +6.6% | +13.6% | +17.2% |
| 6M | +24.9% | +40.9% | -16.0% | +10.9% |
| YTD | +33.2% | +6.2% | +27.0% | +27.6% |
| 1Y | +23.6% | +19.4% | +4.1% | +14.1% |
| 3Y | +1.3% | +17.9% | -16.7% | -11.2% |
| 5Y | -40.6% | -34.0% | -6.6% | -46.9% |
| All | -40.6% | -35.9% | -4.7% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling