+8,007.1%
SWKS vs DE
+14,847.5%
-6,840.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.7% | +3.6% |
| 7D | +12.5% | +10.0% | +2.5% | +7.9% |
| 30D | +10.5% | +13.3% | -2.8% | +4.3% |
| 3M | -7.4% | +17.5% | -24.9% | -14.2% |
| 6M | +32.7% | +13.6% | +19.1% | +24.2% |
| YTD | +19.2% | +49.8% | -30.6% | -2.2% |
| 1Y | +2.4% | +47.9% | -45.5% | -15.9% |
| 3Y | -25.6% | +72.5% | -98.1% | -43.2% |
| 5Y | -53.4% | +90.2% | -143.7% | -67.0% |
| 10Y | +23.2% | +865.4% | -842.2% | -57.9% |
| All | +8,007.1% | +14,847.5% | -6,840.3% | +1,277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling