+3,288.1%
SWKS vs DGX
+8,858.2%
-5,570.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.8% |
| 7D | +12.5% | -2.3% | +14.8% | +13.4% |
| 30D | +10.5% | +0.6% | +9.9% | +10.3% |
| 3M | -7.4% | +21.4% | -28.8% | -13.9% |
| 6M | +32.7% | +14.7% | +17.9% | +25.8% |
| YTD | +19.2% | +38.4% | -19.3% | +5.8% |
| 1Y | +2.4% | +34.0% | -31.6% | -8.3% |
| 3Y | -25.6% | +92.7% | -118.3% | -41.7% |
| 5Y | -53.4% | +67.7% | -121.1% | -62.1% |
| 10Y | +23.2% | +248.0% | -224.8% | -22.1% |
| All | +3,288.1% | +8,858.2% | -5,570.2% | +855.2% |
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 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