+11.5%
SWKS vs DG
+21.7%
-10.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +28.1% |
| 6M | +33.1% | +33.2% | 0.0% | +30.7% |
| YTD | +44.8% | +3.0% | +41.8% | +44.0% |
| 1Y | +36.2% | +31.2% | +5.0% | +33.9% |
| 3Y | +11.5% | +21.8% | -10.3% | +8.5% |
| All | +11.5% | +21.7% | -10.2% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling