-36.5%
SWKS vs DOW
-28.2%
-8.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +9.4% | +5.2% | +4.2% | +6.9% |
| 30D | +17.0% | +13.2% | +3.8% | +10.2% |
| 3M | +28.9% | +10.1% | +18.8% | +22.7% |
| 6M | +33.1% | -13.1% | +46.2% | +40.8% |
| YTD | +44.8% | +46.1% | -1.3% | +10.7% |
| 1Y | +36.2% | +50.0% | -13.8% | +2.1% |
| 3Y | +11.5% | -20.2% | +31.7% | +18.0% |
| All | -36.5% | -28.2% | -8.3% | -27.2% |
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