+8,794.6%
SWKS vs D
+2,488.7%
+6,306.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -9.2% | +6.9% | -16.1% | -11.5% |
| 30D | -1.9% | +12.3% | -14.2% | -6.1% |
| 3M | +21.2% | +3.0% | +18.2% | +19.6% |
| 6M | +12.9% | +12.8% | +0.1% | +7.3% |
| YTD | +30.7% | +22.6% | +8.2% | +20.5% |
| 1Y | +14.1% | +21.7% | -7.5% | +5.2% |
| 3Y | -1.7% | +83.9% | -85.6% | -23.7% |
| 5Y | -43.0% | +14.0% | -57.0% | -47.9% |
| 10Y | +34.3% | +45.6% | -11.3% | +8.2% |
| All | +8,794.6% | +2,488.7% | +6,306.0% | +4,056.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling