+235.3%
DIA vs SWKS
+49.5%
+185.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.1% |
| 7D | +1.6% | +10.9% | -9.3% | -1.0% |
| 30D | +1.2% | +17.6% | -16.4% | -2.9% |
| 3M | -2.4% | +29.2% | -31.6% | -9.7% |
| 6M | +5.7% | +37.0% | -31.3% | -5.0% |
| YTD | +9.9% | +44.9% | -35.0% | -3.9% |
| 1Y | +9.8% | +33.8% | -24.0% | -1.9% |
| 3Y | +59.8% | +10.2% | +49.6% | +42.5% |
| 5Y | +57.7% | -37.0% | +94.7% | +62.4% |
| All | +235.3% | +49.5% | +185.8% | +154.1% |
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