+57.9%
DIA vs SWKS
-37.3%
+95.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.1% | +9.4% | -7.3% | +0.4% |
| 30D | +1.5% | +17.0% | -15.5% | -1.5% |
| 3M | -2.4% | +28.9% | -31.3% | -7.9% |
| 6M | +6.0% | +33.1% | -27.2% | -1.7% |
| YTD | +10.1% | +44.8% | -34.7% | -0.7% |
| 1Y | +11.8% | +36.2% | -24.4% | +2.2% |
| 3Y | +59.7% | +11.5% | +48.2% | +44.5% |
| All | +57.9% | -37.3% | +95.2% | +60.4% |
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