-36.5%
SWKS vs DE
+98.5%
-135.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +9.4% | +0.3% | +9.1% | +9.2% |
| 30D | +17.0% | +3.6% | +13.4% | +15.0% |
| 3M | +28.9% | +10.2% | +18.7% | +23.2% |
| 6M | +33.1% | +16.6% | +16.6% | +23.8% |
| YTD | +44.8% | +45.8% | -1.0% | +19.3% |
| 1Y | +36.2% | +43.9% | -7.7% | +12.6% |
| 3Y | +11.5% | +89.6% | -78.1% | -18.8% |
| All | -36.5% | +98.5% | -135.1% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling