+32.4%
SWKS vs DE
+798.9%
-766.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.7% |
| 7D | -2.7% | +3.5% | -6.3% | -4.5% |
| 30D | +8.5% | +11.3% | -2.8% | +2.4% |
| 3M | +17.3% | +11.6% | +5.7% | +10.3% |
| 6M | +25.1% | +20.9% | +4.3% | +12.4% |
| YTD | +33.3% | +49.7% | -16.3% | +4.9% |
| 1Y | +22.9% | +49.5% | -26.6% | -3.6% |
| 3Y | +5.5% | +94.7% | -89.1% | -28.9% |
| 5Y | -41.9% | +107.4% | -149.3% | -64.0% |
| 10Y | +32.4% | +793.2% | -760.7% | -56.3% |
| All | +32.4% | +798.9% | -766.4% | -56.3% |
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