-43.6%
SWKS vs RGEN
-35.1%
-8.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.4% |
| 7D | -6.2% | -1.9% | -4.2% | -5.7% |
| 30D | -1.5% | +3.7% | -5.2% | -2.8% |
| 3M | +23.0% | +8.8% | +14.2% | +19.2% |
| 6M | +27.6% | +38.0% | -10.3% | +14.0% |
| YTD | +32.3% | +5.9% | +26.4% | +27.0% |
| 1Y | +20.1% | +19.7% | +0.5% | +10.8% |
| 3Y | +0.6% | +20.5% | -19.9% | -12.3% |
| All | -43.6% | -35.1% | -8.5% | -49.4% |
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