+8,794.6%
SWKS vs DD
+1,069.6%
+7,725.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.8% | -0.2% |
| 7D | -9.2% | +3.1% | -12.3% | -10.8% |
| 30D | -1.9% | +8.7% | -10.6% | -6.1% |
| 3M | +21.2% | -1.2% | +22.5% | +21.8% |
| 6M | +12.9% | -1.1% | +14.0% | +13.4% |
| YTD | +30.7% | +21.7% | +9.1% | +18.1% |
| 1Y | +14.1% | +24.0% | -9.9% | +2.2% |
| 3Y | -1.7% | +75.6% | -77.3% | -27.0% |
| 5Y | -43.0% | +58.2% | -101.2% | -55.5% |
| 10Y | +34.3% | +88.0% | -53.7% | -9.2% |
| All | +8,794.6% | +1,069.6% | +7,725.1% | +2,848.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling