+32.4%
SWKS vs DVA
+212.5%
-180.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.5% |
| 7D | -2.7% | -0.1% | -2.6% | -2.8% |
| 30D | +8.5% | +3.5% | +5.0% | +7.4% |
| 3M | +17.3% | +1.0% | +16.3% | +16.3% |
| 6M | +25.1% | -6.6% | +31.7% | +25.3% |
| YTD | +33.3% | +63.3% | -30.0% | +12.4% |
| 1Y | +22.9% | +50.0% | -27.1% | +6.1% |
| 3Y | +5.5% | +120.1% | -114.5% | -18.9% |
| 5Y | -41.9% | +73.7% | -115.6% | -54.4% |
| 10Y | +32.4% | +212.7% | -180.3% | -14.2% |
| All | +32.4% | +212.5% | -180.0% | -14.2% |
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