+27.6%
SWKS vs RIG
-41.4%
+69.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +3.9% |
| 7D | +12.5% | +0.9% | +11.6% | +12.4% |
| 30D | +10.5% | +13.8% | -3.3% | +8.4% |
| 3M | -7.4% | -6.4% | -1.0% | -6.8% |
| 6M | +32.7% | -8.2% | +40.8% | +33.1% |
| YTD | +19.2% | +41.6% | -22.5% | +11.9% |
| 1Y | +2.4% | +88.7% | -86.3% | -8.1% |
| 3Y | -25.6% | -30.9% | +5.2% | -26.1% |
| 5Y | -53.4% | +57.7% | -111.1% | -60.3% |
| All | +27.6% | -41.4% | +69.0% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling