-37.0%
SWKS vs DOW
-27.1%
-9.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.9% | +1.9% |
| 7D | +10.9% | +3.7% | +7.2% | +9.0% |
| 30D | +17.6% | +16.3% | +1.3% | +9.4% |
| 3M | +29.2% | +9.7% | +19.5% | +23.2% |
| 6M | +37.0% | -14.1% | +51.0% | +45.7% |
| YTD | +44.9% | +46.6% | -1.7% | +10.6% |
| 1Y | +33.8% | +56.8% | -23.0% | -2.4% |
| 3Y | +10.2% | -20.4% | +30.6% | +16.9% |
| 5Y | -37.0% | -27.4% | -9.6% | -27.7% |
| All | -37.0% | -27.1% | -9.9% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling