+32.1%
SWKS vs DE
+778.6%
-746.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.6% |
| 7D | -6.2% | -0.6% | -5.6% | -5.9% |
| 30D | -1.5% | +2.3% | -3.7% | -2.7% |
| 3M | +23.0% | +9.5% | +13.5% | +16.8% |
| 6M | +27.6% | +14.1% | +13.5% | +18.1% |
| YTD | +32.3% | +45.4% | -13.1% | +5.6% |
| 1Y | +20.1% | +42.9% | -22.8% | -3.5% |
| 3Y | +0.6% | +84.8% | -84.2% | -30.3% |
| 5Y | -42.3% | +101.8% | -144.1% | -63.7% |
| All | +32.1% | +778.6% | -746.5% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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