-36.5%
SWKS vs DVA
+64.3%
-100.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +9.4% | -8.8% | +18.2% | +10.7% |
| 30D | +17.0% | -3.4% | +20.4% | +17.3% |
| 3M | +28.9% | -2.6% | +31.5% | +28.8% |
| 6M | +33.1% | -11.9% | +45.0% | +34.1% |
| YTD | +44.8% | +53.6% | -8.9% | +29.7% |
| 1Y | +36.2% | +41.9% | -5.6% | +24.2% |
| 3Y | +11.5% | +97.5% | -86.0% | -2.4% |
| All | -36.5% | +64.3% | -100.9% | -42.7% |
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 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