-53.0%
SWKS vs D
+4.5%
-57.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.8% |
| 7D | +12.5% | +0.4% | +12.1% | +12.4% |
| 30D | +10.5% | -3.6% | +14.1% | +11.4% |
| 3M | -7.4% | -1.0% | -6.4% | -7.4% |
| 6M | +32.7% | +6.3% | +26.4% | +30.1% |
| YTD | +19.2% | +14.7% | +4.5% | +14.8% |
| 1Y | +2.4% | +16.9% | -14.6% | -2.1% |
| 3Y | -25.6% | +56.8% | -82.4% | -34.5% |
| All | -53.0% | +4.5% | -57.5% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling