-100.0%
DFNS vs SWKS
-29.4%
-70.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.1% | +13.0% | +12.8% |
| 7D | -37.0% | -3.1% | -33.8% | -36.5% |
| 30D | -63.4% | +8.3% | -71.7% | -63.9% |
| 3M | -94.1% | +20.2% | -114.3% | -94.3% |
| 6M | -96.3% | +24.9% | -121.2% | -96.5% |
| YTD | -99.6% | +33.2% | -132.7% | -99.6% |
| 1Y | -99.7% | +23.6% | -123.3% | -99.7% |
| 3Y | -100.0% | +1.3% | -101.2% | -100.0% |
| 5Y | -100.0% | -40.6% | -59.4% | -100.0% |
| All | -100.0% | -29.4% | -70.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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