+2.5%
SWKS vs DGX
+105.8%
-103.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -3.1% | +4.6% | -7.8% | -4.5% |
| 30D | +8.3% | +11.9% | -3.6% | +4.6% |
| 3M | +20.2% | +9.2% | +11.1% | +16.9% |
| 6M | +24.9% | +39.0% | -14.1% | +11.5% |
| YTD | +33.2% | +51.4% | -18.3% | +14.9% |
| 1Y | +23.6% | +42.6% | -19.0% | +8.9% |
| All | +2.5% | +105.8% | -103.3% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling