+25.9%
SWKS vs D
+35.0%
-9.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +4.0% | +3.7% |
| 7D | +12.5% | +1.5% | +11.1% | +12.0% |
| 30D | +10.5% | -2.6% | +13.1% | +11.4% |
| 3M | -7.4% | 0.0% | -7.4% | -7.7% |
| 6M | +32.7% | +7.4% | +25.3% | +28.9% |
| YTD | +19.2% | +15.9% | +3.3% | +12.9% |
| 1Y | +2.4% | +18.1% | -15.7% | -4.1% |
| 3Y | -25.6% | +58.4% | -84.0% | -38.3% |
| 5Y | -53.4% | +5.2% | -58.6% | -55.5% |
| All | +25.9% | +35.0% | -9.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling