-43.0%
SWKS vs JD
-59.1%
+16.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.3% | -2.7% |
| 7D | -9.2% | +11.7% | -20.9% | -11.3% |
| 30D | -1.9% | +8.1% | -10.0% | -3.6% |
| 3M | +21.2% | -12.0% | +33.2% | +24.1% |
| 6M | +12.9% | -3.5% | +16.4% | +12.8% |
| YTD | +30.7% | +3.3% | +27.4% | +28.5% |
| 1Y | +14.1% | -7.4% | +21.6% | +14.9% |
| 3Y | -1.7% | +16.6% | -18.3% | -10.0% |
| 5Y | -43.0% | -57.9% | +14.9% | -38.9% |
| All | -43.0% | -59.1% | +16.1% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling