-100.0%
DFNS vs SWKS
-29.8%
-70.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.2% | -13.4% | -12.4% |
| 7D | -44.0% | -6.2% | -37.9% | -43.3% |
| 30D | -69.1% | -1.5% | -67.6% | -69.0% |
| 3M | -95.6% | +23.0% | -118.6% | -95.8% |
| 6M | -96.2% | +27.6% | -123.8% | -96.4% |
| YTD | -99.6% | +32.3% | -131.9% | -99.6% |
| 1Y | -99.7% | +20.1% | -119.9% | -99.8% |
| 3Y | -100.0% | +0.6% | -100.6% | -100.0% |
| 5Y | -100.0% | -42.3% | -57.7% | -100.0% |
| All | -100.0% | -29.8% | -70.2% | -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