+32.4%
SWKS vs DG
+128.5%
-96.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | -2.7% | +0.7% | -3.4% | -3.0% |
| 30D | +8.5% | +7.4% | +1.1% | +6.5% |
| 3M | +17.3% | +8.5% | +8.8% | +14.5% |
| 6M | +25.1% | +21.9% | +3.2% | +18.4% |
| YTD | +33.3% | +4.9% | +28.4% | +30.1% |
| 1Y | +22.9% | +40.4% | -17.5% | +11.5% |
| 3Y | +5.5% | +23.5% | -18.0% | -6.6% |
| 5Y | -41.9% | -32.3% | -9.6% | -37.6% |
| 10Y | +32.4% | +119.3% | -86.9% | -1.1% |
| All | +32.4% | +128.5% | -96.0% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling