+3,685.8%
SWKS vs DGX
+9,699.1%
-6,013.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -3.1% | +4.6% | -7.8% | -4.7% |
| 30D | +8.3% | +11.9% | -3.6% | +4.2% |
| 3M | +20.2% | +9.2% | +11.1% | +16.5% |
| 6M | +24.9% | +39.0% | -14.1% | +10.8% |
| YTD | +33.2% | +51.4% | -18.3% | +14.4% |
| 1Y | +23.6% | +42.6% | -19.0% | +8.3% |
| 3Y | +1.3% | +105.9% | -104.7% | -22.5% |
| 5Y | -40.6% | +96.6% | -137.2% | -54.3% |
| 10Y | +35.3% | +286.0% | -250.7% | -17.6% |
| All | +3,685.8% | +9,699.1% | -6,013.3% | +933.3% |
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 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