+37.8%
SWKS vs DVA
+199.8%
-162.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | +0.6% |
| 7D | -3.1% | -1.6% | -1.6% | -2.9% |
| 30D | +8.3% | 0.0% | +8.3% | +8.0% |
| 3M | +20.2% | -2.4% | +22.6% | +20.1% |
| 6M | +24.9% | -9.8% | +34.7% | +26.0% |
| YTD | +33.2% | +57.8% | -24.7% | +13.0% |
| 1Y | +23.6% | +49.2% | -25.6% | +6.6% |
| 3Y | +1.3% | +116.0% | -114.8% | -21.9% |
| 5Y | -40.6% | +68.5% | -109.1% | -53.1% |
| All | +37.8% | +199.8% | -162.0% | -9.9% |
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