-53.0%
SWKS vs DAR
-11.0%
-42.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.8% |
| 7D | +12.5% | +1.4% | +11.2% | +12.1% |
| 30D | +10.5% | +12.8% | -2.3% | +6.3% |
| 3M | -7.4% | +7.4% | -14.8% | -9.9% |
| 6M | +32.7% | +22.3% | +10.4% | +24.2% |
| YTD | +19.2% | +81.1% | -61.9% | -0.8% |
| 1Y | +2.4% | +106.5% | -104.1% | -18.6% |
| 3Y | -25.6% | +5.3% | -30.9% | -29.8% |
| All | -53.0% | -11.0% | -42.1% | -54.9% |
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