-36.5%
SWKS vs DBX
+24.0%
-60.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.4% | -3.3% | +12.7% | +10.8% |
| 30D | +17.0% | -5.9% | +22.8% | +19.5% |
| 3M | +28.9% | -6.7% | +35.6% | +31.2% |
| 6M | +33.1% | +28.0% | +5.2% | +16.1% |
| YTD | +44.8% | +20.6% | +24.2% | +28.0% |
| 1Y | +36.2% | +10.3% | +25.9% | +25.8% |
| 3Y | +11.5% | +24.0% | -12.6% | -10.2% |
| All | -36.5% | +24.0% | -60.5% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling