+32.4%
SWKS vs DD
+105.4%
-72.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | -2.7% |
| 7D | -2.7% | +9.8% | -12.5% | -8.4% |
| 30D | +8.5% | +19.3% | -10.9% | -2.8% |
| 3M | +17.3% | +9.4% | +7.9% | +10.8% |
| 6M | +25.1% | +4.8% | +20.3% | +21.5% |
| YTD | +33.3% | +30.2% | +3.1% | +12.9% |
| 1Y | +22.9% | +32.2% | -9.3% | +3.1% |
| 3Y | +5.5% | +93.1% | -87.6% | -31.3% |
| 5Y | -41.9% | +68.0% | -109.9% | -59.5% |
| 10Y | +32.4% | +98.5% | -66.0% | -23.5% |
| All | +32.4% | +105.4% | -72.9% | -23.5% |
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