+32.4%
SWKS vs DLR
+174.9%
-142.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | -0.7% |
| 7D | -2.7% | +2.4% | -5.1% | -3.9% |
| 30D | +8.5% | +0.7% | +7.7% | +7.9% |
| 3M | +17.3% | -6.4% | +23.7% | +20.4% |
| 6M | +25.1% | -6.5% | +31.6% | +27.9% |
| YTD | +33.3% | +18.8% | +14.6% | +22.3% |
| 1Y | +22.9% | +9.0% | +13.9% | +16.9% |
| 3Y | +5.5% | +54.5% | -49.0% | -15.2% |
| 5Y | -41.9% | +35.8% | -77.7% | -52.2% |
| 10Y | +32.4% | +177.5% | -145.0% | -18.7% |
| All | +32.4% | +174.9% | -142.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling