+8,007.1%
SWKS vs DD
+961.9%
+7,045.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +3.4% |
| 7D | +12.5% | -3.5% | +16.0% | +14.5% |
| 30D | +10.5% | -10.3% | +20.8% | +16.4% |
| 3M | -7.4% | -7.5% | +0.1% | -3.7% |
| 6M | +32.7% | -8.0% | +40.7% | +37.8% |
| YTD | +19.2% | +10.5% | +8.7% | +13.0% |
| 1Y | +2.4% | +38.3% | -35.9% | -13.5% |
| 3Y | -25.6% | +42.5% | -68.1% | -38.9% |
| 5Y | -53.4% | +60.2% | -113.6% | -63.9% |
| 10Y | +23.2% | +68.9% | -45.7% | -12.2% |
| All | +8,007.1% | +961.9% | +7,045.2% | +2,720.1% |
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