+5.3%
SWKS vs DGX
+31.5%
-26.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +6.8% | -2.2% | +9.0% | +7.2% |
| 30D | +11.3% | -0.9% | +12.2% | +11.4% |
| 3M | +4.1% | +15.6% | -11.5% | +2.1% |
| 6M | +39.7% | +17.8% | +21.9% | +35.3% |
| YTD | +23.2% | +37.5% | -14.2% | +16.5% |
| 1Y | +5.3% | +31.2% | -25.9% | -0.2% |
| All | +5.3% | +31.5% | -26.2% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling