+27.6%
SWKS vs DE
+863.7%
-836.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.7% | +3.6% |
| 7D | +12.5% | +10.0% | +2.5% | +7.1% |
| 30D | +10.5% | +13.3% | -2.8% | +3.2% |
| 3M | -7.4% | +17.5% | -24.9% | -15.4% |
| 6M | +32.7% | +13.6% | +19.1% | +22.6% |
| YTD | +19.2% | +49.8% | -30.6% | -6.3% |
| 1Y | +2.4% | +47.9% | -45.5% | -19.4% |
| 3Y | -25.6% | +72.5% | -98.1% | -46.7% |
| 5Y | -53.4% | +90.2% | -143.7% | -69.8% |
| All | +27.6% | +863.7% | -836.1% | -65.1% |
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