+31.0%
SWKS vs DVA
+178.6%
-147.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +4.0% | +2.3% |
| 7D | +11.8% | +2.2% | +9.6% | +11.3% |
| 30D | +6.7% | -2.0% | +8.8% | +7.2% |
| 3M | 0.0% | -6.3% | +6.3% | +0.6% |
| 6M | +38.7% | +19.4% | +19.3% | +29.4% |
| YTD | +21.4% | +58.5% | -37.1% | +3.6% |
| 1Y | +2.9% | +33.9% | -31.0% | -8.0% |
| 3Y | -16.4% | +88.4% | -104.8% | -33.2% |
| 5Y | -51.2% | +39.5% | -90.7% | -58.6% |
| 10Y | +31.0% | +179.5% | -148.4% | -12.4% |
| All | +31.0% | +178.6% | -147.5% | -12.4% |
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 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