+32.4%
SWKS vs JD
+31.7%
+0.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.5% |
| 7D | -2.7% | +7.9% | -10.7% | -5.0% |
| 30D | +8.5% | +4.8% | +3.7% | +6.9% |
| 3M | +17.3% | -13.9% | +31.2% | +21.9% |
| 6M | +25.1% | -5.8% | +30.9% | +26.0% |
| YTD | +33.3% | +2.4% | +30.9% | +30.3% |
| 1Y | +22.9% | -7.5% | +30.4% | +23.8% |
| 3Y | +5.5% | +20.9% | -15.3% | -8.7% |
| 5Y | -41.9% | -58.0% | +16.1% | -35.4% |
| 10Y | +32.4% | +28.9% | +3.5% | -11.4% |
| All | +32.4% | +31.7% | +0.8% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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