-53.0%
SWKS vs DRI
+72.9%
-125.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.8% |
| 7D | +12.5% | +0.6% | +11.9% | +12.2% |
| 30D | +10.5% | +3.8% | +6.6% | +8.2% |
| 3M | -7.4% | +13.0% | -20.4% | -13.8% |
| 6M | +32.7% | +8.3% | +24.4% | +26.0% |
| YTD | +19.2% | +20.6% | -1.5% | +6.2% |
| 1Y | +2.4% | +6.5% | -4.1% | -3.0% |
| 3Y | -25.6% | +53.7% | -79.3% | -44.0% |
| All | -53.0% | +72.9% | -125.9% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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