-11.0%
SWKS vs DBX
+20.1%
-31.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +6.0% | +4.4% |
| 7D | +12.5% | -2.4% | +14.9% | +13.4% |
| 30D | +10.5% | -0.5% | +11.0% | +10.4% |
| 3M | -7.4% | +28.1% | -35.4% | -16.4% |
| 6M | +32.7% | +33.1% | -0.4% | +16.4% |
| YTD | +19.2% | +25.3% | -6.1% | +6.8% |
| 1Y | +2.4% | +18.3% | -16.0% | -6.6% |
| 3Y | -25.6% | +25.0% | -50.6% | -35.7% |
| 5Y | -53.4% | +7.5% | -61.0% | -58.6% |
| All | -11.0% | +20.1% | -31.1% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling