+9,594.4%
SWKS vs RIG
-46.4%
+9,640.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.7% |
| 7D | -6.2% | -24.5% | +18.3% | -1.3% |
| 30D | -1.5% | -2.8% | +1.3% | -1.3% |
| 3M | +23.0% | +1.6% | +21.4% | +22.2% |
| 6M | +27.6% | -15.9% | +43.5% | +30.8% |
| YTD | +32.3% | +26.9% | +5.4% | +24.2% |
| 1Y | +20.1% | +34.4% | -14.2% | +11.4% |
| 3Y | +0.6% | -21.2% | +21.9% | -1.3% |
| 5Y | -42.3% | +46.4% | -88.7% | -53.1% |
| 10Y | +35.9% | -45.8% | +81.7% | -3.3% |
| All | +9,594.4% | -46.4% | +9,640.9% | +5,192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling