-25.2%
SWKS vs DOW
-36.6%
+11.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.6% | +4.8% |
| 7D | +12.5% | -2.4% | +14.9% | +13.6% |
| 30D | +10.5% | +0.4% | +10.1% | +9.8% |
| 3M | -7.4% | -14.4% | +7.0% | -1.8% |
| 6M | +32.7% | -7.0% | +39.6% | +32.1% |
| YTD | +19.2% | +30.2% | -11.0% | -2.4% |
| 1Y | +2.4% | +29.2% | -26.8% | -16.8% |
| All | -25.2% | -36.6% | +11.3% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 3y: compounded portfolio wealth divided by compounded DOW 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…
3y analysis · Full analysis span regression · 6 months rolling