+11.6%
SWKS vs DVA
+105.4%
-93.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.1% | +7.9% | +3.3% |
| 7D | +10.9% | -10.7% | +21.5% | +12.3% |
| 30D | +17.6% | -4.4% | +22.0% | +18.0% |
| 3M | +29.2% | -4.1% | +33.3% | +29.3% |
| 6M | +37.0% | -13.2% | +50.2% | +37.9% |
| YTD | +44.9% | +53.2% | -8.3% | +25.0% |
| 1Y | +33.8% | +40.8% | -7.0% | +19.0% |
| All | +11.6% | +105.4% | -93.8% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling