+50.8%
SWKS vs DAR
+311.7%
-260.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +9.4% | +11.6% | -2.1% | +5.2% |
| 30D | +17.0% | -10.2% | +27.2% | +21.4% |
| 3M | +28.9% | -14.8% | +43.8% | +35.8% |
| 6M | +33.1% | -10.1% | +43.2% | +36.5% |
| YTD | +44.8% | +55.5% | -10.7% | +20.5% |
| 1Y | +36.2% | +61.7% | -25.5% | +11.5% |
| 3Y | +11.5% | +37.2% | -25.7% | -9.3% |
| 5Y | -37.1% | -26.9% | -10.1% | -36.2% |
| All | +50.8% | +311.7% | -260.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling