+32.1%
SWKS vs DVA
+221.4%
-189.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.6% |
| 7D | -6.2% | +2.1% | -8.2% | -6.7% |
| 30D | -1.5% | +8.2% | -9.7% | -3.5% |
| 3M | +23.0% | +5.9% | +17.1% | +20.7% |
| 6M | +27.6% | -1.3% | +28.9% | +26.1% |
| YTD | +32.3% | +68.4% | -36.1% | +10.7% |
| 1Y | +20.1% | +57.5% | -37.3% | +2.5% |
| 3Y | +0.6% | +142.3% | -141.7% | -24.6% |
| 5Y | -42.3% | +75.0% | -117.3% | -54.6% |
| All | +32.1% | +221.4% | -189.3% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling