-40.6%
SWKS vs DD
+70.0%
-110.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.9% |
| 7D | -3.1% | +2.2% | -5.4% | -4.7% |
| 30D | +8.3% | +20.7% | -12.3% | -5.1% |
| 3M | +20.2% | +11.3% | +8.9% | +11.3% |
| 6M | +24.9% | +6.0% | +19.0% | +19.7% |
| YTD | +33.2% | +31.7% | +1.5% | +8.8% |
| 1Y | +23.6% | +32.2% | -8.7% | +0.7% |
| 3Y | +1.3% | +92.7% | -91.4% | -40.0% |
| 5Y | -40.6% | +72.1% | -112.7% | -62.4% |
| All | -40.6% | +70.0% | -110.6% | -62.4% |
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 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