-36.5%
SWKS vs RGEN
-35.5%
-1.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +9.4% | -3.3% | +12.7% | +10.4% |
| 30D | +17.0% | -5.8% | +22.8% | +18.7% |
| 3M | +28.9% | +0.2% | +28.7% | +27.8% |
| 6M | +33.1% | +56.8% | -23.6% | +14.6% |
| YTD | +44.8% | +2.4% | +42.4% | +40.1% |
| 1Y | +36.2% | +11.4% | +24.8% | +28.3% |
| 3Y | +11.5% | +15.2% | -3.7% | -1.7% |
| All | -36.5% | -35.5% | -1.1% | -42.8% |
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