+769.4%
SWKS vs DG
+612.5%
+156.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.9% |
| 7D | -6.2% | +1.1% | -7.3% | -6.6% |
| 30D | -1.5% | +9.5% | -11.0% | -3.9% |
| 3M | +23.0% | +5.5% | +17.5% | +20.6% |
| 6M | +27.6% | +16.1% | +11.5% | +21.7% |
| YTD | +32.3% | +2.7% | +29.6% | +29.5% |
| 1Y | +20.1% | +42.1% | -22.0% | +8.1% |
| 3Y | +0.6% | +19.3% | -18.6% | -10.1% |
| 5Y | -42.3% | -35.3% | -7.0% | -39.2% |
| 10Y | +35.9% | +123.9% | -88.0% | +0.5% |
| All | +769.4% | +612.5% | +156.9% | +333.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling