-0.5%
SWKS vs DBX
+12.3%
-12.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +2.9% |
| 7D | -2.7% | -8.6% | +5.8% | +0.2% |
| 30D | +8.5% | -5.2% | +13.7% | +10.3% |
| 3M | +17.3% | -6.4% | +23.7% | +18.8% |
| 6M | +25.1% | +12.7% | +12.4% | +16.7% |
| YTD | +33.3% | +17.2% | +16.2% | +21.4% |
| 1Y | +22.9% | +5.5% | +17.4% | +16.4% |
| 3Y | +5.5% | +24.1% | -18.6% | -9.5% |
| 5Y | -41.9% | +14.2% | -56.1% | -49.5% |
| All | -0.5% | +12.3% | -12.8% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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