-43.0%
SWKS vs DAR
-40.1%
-2.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.2% |
| 7D | -9.2% | -8.1% | -1.1% | -7.0% |
| 30D | -1.9% | -17.1% | +15.2% | +3.1% |
| 3M | +21.2% | -12.3% | +33.5% | +24.9% |
| 6M | +12.9% | -21.8% | +34.7% | +20.0% |
| YTD | +30.7% | +40.8% | -10.1% | +16.5% |
| 1Y | +14.1% | +57.4% | -43.2% | -1.8% |
| 3Y | -1.7% | +12.1% | -13.8% | -10.9% |
| 5Y | -43.0% | -40.2% | -2.8% | -39.1% |
| All | -43.0% | -40.1% | -2.9% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling