+8,007.1%
SWKS vs RGEN
+1,576.0%
+6,431.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.6% |
| 7D | +12.5% | -4.9% | +17.4% | +13.0% |
| 30D | +10.5% | +5.7% | +4.8% | +9.9% |
| 3M | -7.4% | +32.4% | -39.8% | -10.1% |
| 6M | +32.7% | +33.2% | -0.5% | +28.4% |
| YTD | +19.2% | +2.3% | +16.9% | +18.2% |
| 1Y | +2.4% | +39.0% | -36.6% | -1.5% |
| 3Y | -25.6% | -4.6% | -21.0% | -26.8% |
| 5Y | -53.4% | -42.7% | -10.7% | -52.7% |
| 10Y | +23.2% | +433.6% | -410.4% | +4.3% |
| All | +8,007.1% | +1,576.0% | +6,431.1% | +3,744.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling