+249.2%
DIA vs SWKS
+23.7%
+225.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -1.4% |
| 7D | -0.2% | +12.5% | -12.7% | -3.3% |
| 30D | -1.5% | +10.5% | -12.0% | -4.2% |
| 3M | +3.8% | -7.4% | +11.2% | +5.0% |
| 6M | +10.3% | +32.7% | -22.4% | 0.0% |
| YTD | +12.1% | +19.2% | -7.1% | +4.2% |
| 1Y | +18.6% | +2.4% | +16.3% | +14.4% |
| 3Y | +60.6% | -25.6% | +86.2% | +61.6% |
| 5Y | +64.4% | -53.4% | +117.8% | +85.7% |
| All | +249.2% | +23.7% | +225.5% | +172.2% |
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