+50.8%
SWKS vs RIG
-46.1%
+96.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.7% |
| 7D | +9.4% | +5.7% | +3.7% | +8.6% |
| 30D | +17.0% | -0.7% | +17.7% | +16.9% |
| 3M | +28.9% | -3.1% | +32.1% | +29.3% |
| 6M | +33.1% | -16.3% | +49.5% | +35.8% |
| YTD | +44.8% | +34.1% | +10.7% | +36.9% |
| 1Y | +36.2% | +38.2% | -1.9% | +28.1% |
| 3Y | +11.5% | -15.3% | +26.8% | +8.1% |
| 5Y | -37.1% | +62.5% | -99.5% | -46.3% |
| All | +50.8% | -46.1% | +96.9% | +22.8% |
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