+4,020.9%
SWKS vs DGX
+9,745.0%
-5,724.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.4% | +2.6% |
| 7D | +10.9% | +1.9% | +8.9% | +10.1% |
| 30D | +17.6% | +12.7% | +4.9% | +12.8% |
| 3M | +29.2% | +9.6% | +19.6% | +25.0% |
| 6M | +37.0% | +37.6% | -0.6% | +21.9% |
| YTD | +44.9% | +52.1% | -7.2% | +24.4% |
| 1Y | +33.8% | +41.3% | -7.5% | +17.7% |
| 3Y | +10.2% | +106.9% | -96.7% | -15.8% |
| 5Y | -37.0% | +90.7% | -127.7% | -51.0% |
| 10Y | +50.0% | +288.0% | -238.0% | -8.7% |
| All | +4,020.9% | +9,745.0% | -5,724.2% | +1,023.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling