-43.0%
SWKS vs DRI
+77.7%
-120.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.7% |
| 7D | -9.2% | +3.7% | -12.9% | -10.9% |
| 30D | -1.9% | +13.5% | -15.4% | -7.8% |
| 3M | +21.2% | +10.4% | +10.8% | +14.1% |
| 6M | +12.9% | +19.5% | -6.6% | +0.9% |
| YTD | +30.7% | +28.2% | +2.5% | +11.6% |
| 1Y | +14.1% | +31.0% | -16.9% | -4.0% |
| 3Y | -1.7% | +67.1% | -68.8% | -30.9% |
| 5Y | -43.0% | +74.7% | -117.7% | -63.7% |
| All | -43.0% | +77.7% | -120.7% | -63.7% |
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