+54.3%
DIA vs SWKS
-44.4%
+98.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.5% | -3.2% |
| 7D | -1.6% | -9.2% | +7.6% | +0.1% |
| 30D | 0.0% | -1.9% | +1.9% | +0.2% |
| 3M | -4.9% | +21.2% | -26.2% | -9.3% |
| 6M | +5.0% | +12.9% | -7.8% | +0.5% |
| YTD | +8.2% | +30.7% | -22.5% | -0.5% |
| 1Y | +10.3% | +14.1% | -3.8% | +4.6% |
| 3Y | +58.4% | -1.7% | +60.1% | +47.0% |
| 5Y | +54.3% | -43.0% | +97.3% | +59.6% |
| All | +54.3% | -44.4% | +98.7% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling