+50.8%
SWKS vs DG
+105.2%
-54.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +9.4% | +0.3% | +9.1% | +9.3% |
| 30D | +17.0% | +3.2% | +13.7% | +15.8% |
| 3M | +28.9% | +10.4% | +18.5% | +25.3% |
| 6M | +33.1% | +33.2% | 0.0% | +23.6% |
| YTD | +44.8% | +3.0% | +41.8% | +41.7% |
| 1Y | +36.2% | +31.2% | +5.0% | +25.4% |
| 3Y | +11.5% | +21.8% | -10.3% | -1.2% |
| 5Y | -37.1% | -35.0% | -2.1% | -31.4% |
| All | +50.8% | +105.2% | -54.4% | +15.0% |
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