+51.0%
SWKS vs DD
+98.3%
-47.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.1% |
| 7D | +10.9% | +6.7% | +4.1% | +6.5% |
| 30D | +17.6% | +19.4% | -1.8% | +5.3% |
| 3M | +29.2% | +7.6% | +21.6% | +23.2% |
| 6M | +37.0% | +2.9% | +34.1% | +34.3% |
| YTD | +44.9% | +29.9% | +15.1% | +22.8% |
| 1Y | +33.8% | +28.6% | +5.2% | +14.0% |
| 3Y | +10.2% | +90.0% | -79.8% | -27.6% |
| 5Y | -37.0% | +68.1% | -105.1% | -56.1% |
| All | +51.0% | +98.3% | -47.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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