-44.3%
SWKS vs RIG
+40.5%
-84.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.4% | -0.8% |
| 7D | -9.2% | -23.8% | +14.6% | -4.6% |
| 30D | -1.9% | -5.6% | +3.6% | -1.1% |
| 3M | +21.2% | -0.8% | +22.0% | +21.1% |
| 6M | +12.9% | -18.4% | +31.3% | +16.4% |
| YTD | +30.7% | +23.5% | +7.3% | +22.9% |
| 1Y | +14.1% | +30.8% | -16.6% | +5.9% |
| 3Y | -1.7% | -25.4% | +23.7% | -6.0% |
| All | -44.3% | +40.5% | -84.8% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling