+52.7%
SWKS vs DGX
+249.5%
-196.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.8% | +11.6% | +10.6% |
| 7D | +17.5% | -3.5% | +21.0% | +19.4% |
| 30D | +23.0% | -2.7% | +25.7% | +24.4% |
| 3M | +19.5% | +13.9% | +5.7% | +11.5% |
| 6M | +54.3% | +16.0% | +38.3% | +42.2% |
| YTD | +35.3% | +34.9% | +0.3% | +15.4% |
| 1Y | +17.9% | +30.6% | -12.7% | +1.7% |
| 3Y | -6.8% | +93.0% | -99.8% | -35.3% |
| 5Y | -45.4% | +64.4% | -109.8% | -59.7% |
| All | +52.7% | +249.5% | -196.8% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DGX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling