+58.2%
DIA vs SWKS
-1.9%
+60.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.5% | -3.2% |
| 7D | -1.6% | -9.2% | +7.6% | -0.3% |
| 30D | 0.0% | -1.9% | +1.9% | +0.1% |
| 3M | -4.9% | +21.2% | -26.2% | -8.3% |
| 6M | +5.0% | +12.9% | -7.8% | +1.6% |
| YTD | +8.2% | +30.7% | -22.5% | +1.4% |
| 1Y | +10.3% | +14.1% | -3.8% | +5.9% |
| All | +58.2% | -1.9% | +60.0% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling