-43.6%
SWKS vs RIG
+44.4%
-87.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.7% |
| 7D | -6.2% | -24.5% | +18.3% | -1.2% |
| 30D | -1.5% | -2.8% | +1.3% | -1.2% |
| 3M | +23.0% | +1.6% | +21.4% | +22.2% |
| 6M | +27.6% | -15.9% | +43.5% | +30.9% |
| YTD | +32.3% | +26.9% | +5.4% | +23.7% |
| 1Y | +20.1% | +34.4% | -14.2% | +10.9% |
| 3Y | +0.6% | -21.2% | +21.9% | -4.7% |
| All | -43.6% | +44.4% | -87.9% | -51.5% |
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