+57.1%
DIA vs SWKS
-43.2%
+100.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +0.8% | -2.7% | +3.5% | +1.3% |
| 30D | +1.4% | +8.5% | -7.1% | -0.2% |
| 3M | -2.7% | +17.3% | -20.0% | -6.5% |
| 6M | +6.2% | +25.1% | -18.9% | -0.4% |
| YTD | +10.1% | +33.3% | -23.2% | +0.9% |
| 1Y | +13.0% | +22.9% | -9.9% | +5.5% |
| 3Y | +61.9% | +5.5% | +56.3% | +47.5% |
| 5Y | +57.1% | -41.9% | +99.0% | +62.1% |
| All | +57.1% | -43.2% | +100.3% | +62.1% |
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 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