+240.2%
DIA vs SWKS
+33.1%
+207.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -0.9% | -6.2% | +5.2% | +0.6% |
| 30D | +0.3% | -1.5% | +1.7% | +0.5% |
| 3M | -4.5% | +23.0% | -27.5% | -10.6% |
| 6M | +3.4% | +27.6% | -24.3% | -5.5% |
| YTD | +7.8% | +32.3% | -24.5% | -3.5% |
| 1Y | +10.7% | +20.1% | -9.4% | +1.8% |
| 3Y | +57.5% | +0.6% | +56.9% | +43.7% |
| 5Y | +53.7% | -42.3% | +96.0% | +61.8% |
| All | +240.2% | +33.1% | +207.1% | +164.8% |
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