+1,932.7%
SWKS vs DVA
+5,406.5%
-3,473.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.5% |
| 7D | -6.2% | +2.1% | -8.2% | -6.5% |
| 30D | -1.5% | +8.2% | -9.7% | -2.8% |
| 3M | +23.0% | +5.9% | +17.1% | +21.5% |
| 6M | +27.6% | -1.3% | +28.9% | +26.8% |
| YTD | +32.3% | +68.4% | -36.1% | +19.2% |
| 1Y | +20.1% | +57.5% | -37.3% | +9.4% |
| 3Y | +0.6% | +142.3% | -141.7% | -14.7% |
| 5Y | -42.3% | +75.0% | -117.3% | -49.8% |
| 10Y | +35.9% | +226.4% | -190.4% | +6.5% |
| All | +1,932.7% | +5,406.5% | -3,473.8% | +1,252.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling