+1,086.5%
DIA vs SWKS
+1,678.9%
-592.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.5% | -3.3% |
| 7D | -1.6% | -9.2% | +7.6% | -0.4% |
| 30D | 0.0% | -1.9% | +1.9% | +0.1% |
| 3M | -4.9% | +21.2% | -26.2% | -7.8% |
| 6M | +5.0% | +12.9% | -7.8% | +2.2% |
| YTD | +8.2% | +30.7% | -22.5% | +2.9% |
| 1Y | +10.3% | +14.1% | -3.8% | +6.7% |
| 3Y | +58.4% | -1.7% | +60.1% | +53.1% |
| 5Y | +54.3% | -43.0% | +97.3% | +58.1% |
| 10Y | +248.6% | +34.3% | +214.3% | +216.1% |
| All | +1,086.5% | +1,678.9% | -592.4% | +496.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling