+18.9%
SWKS vs DVA
+62.2%
-43.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.8% | -8.7% | -2.5% |
| 7D | -4.9% | +4.7% | -9.7% | -4.5% |
| 30D | -1.2% | +7.8% | -9.0% | -0.5% |
| 3M | +24.2% | -15.5% | +39.6% | +23.0% |
| 6M | +21.5% | +25.0% | -3.6% | +23.8% |
| YTD | +33.5% | +69.6% | -36.1% | +34.0% |
| 1Y | +18.9% | +60.6% | -41.7% | +22.4% |
| All | +18.9% | +62.2% | -43.2% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling