-51.2%
SWKS vs DGX
+66.8%
-118.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +11.8% | -0.3% | +12.1% | +12.0% |
| 30D | +6.7% | -1.2% | +7.9% | +7.2% |
| 3M | 0.0% | +19.9% | -19.9% | -6.9% |
| 6M | +38.7% | +19.2% | +19.5% | +29.2% |
| YTD | +21.4% | +37.5% | -16.1% | +6.8% |
| 1Y | +2.9% | +31.3% | -28.4% | -8.2% |
| 3Y | -16.4% | +96.6% | -113.0% | -37.1% |
| 5Y | -51.2% | +64.3% | -115.4% | -64.2% |
| All | -51.2% | +66.8% | -118.0% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling