+2.4%
SWKS vs DG
+23.4%
-21.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.3% |
| 7D | +12.5% | +8.4% | +4.1% | +11.3% |
| 30D | +10.5% | +4.9% | +5.6% | +9.7% |
| 3M | -7.4% | +29.3% | -36.7% | -10.5% |
| 6M | +32.7% | -11.3% | +43.9% | +33.2% |
| YTD | +19.2% | +1.8% | +17.4% | +17.8% |
| 1Y | +2.4% | +25.3% | -23.0% | -4.1% |
| All | +2.4% | +23.4% | -21.1% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling