-43.6%
SWKS vs DD
+58.5%
-102.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.5% |
| 7D | -6.2% | +4.6% | -10.8% | -9.4% |
| 30D | -1.5% | +11.8% | -13.3% | -9.0% |
| 3M | +23.0% | +2.2% | +20.8% | +20.7% |
| 6M | +27.6% | -1.6% | +29.2% | +28.6% |
| YTD | +32.3% | +23.0% | +9.3% | +13.4% |
| 1Y | +20.1% | +26.9% | -6.8% | +0.7% |
| 3Y | +0.6% | +77.9% | -77.2% | -36.8% |
| All | -43.6% | +58.5% | -102.1% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling