-43.6%
SWKS vs DVA
+75.9%
-119.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.4% |
| 7D | -6.2% | +2.1% | -8.2% | -6.4% |
| 30D | -1.5% | +8.2% | -9.7% | -2.6% |
| 3M | +23.0% | +5.9% | +17.1% | +21.6% |
| 6M | +27.6% | -1.3% | +28.9% | +26.6% |
| YTD | +32.3% | +68.4% | -36.1% | +17.2% |
| 1Y | +20.1% | +57.5% | -37.3% | +7.9% |
| 3Y | +0.6% | +142.3% | -141.7% | -14.4% |
| All | -43.6% | +75.9% | -119.5% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling