+36.2%
SWKS vs DG
+31.9%
+4.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +9.4% | +0.3% | +9.1% | +9.4% |
| 30D | +17.0% | +3.2% | +13.7% | +16.8% |
| 3M | +28.9% | +10.4% | +18.5% | +27.8% |
| 6M | +33.1% | +33.2% | 0.0% | +29.0% |
| YTD | +44.8% | +3.0% | +41.8% | +43.4% |
| 1Y | +36.2% | +31.2% | +5.0% | +33.4% |
| All | +36.2% | +31.9% | +4.3% | +33.4% |
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