+125.6%
DAL vs SWKS
+31.8%
+93.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +10.7% | -3.1% | +13.9% | +12.0% |
| 30D | +12.5% | +8.3% | +4.2% | +8.9% |
| 3M | +3.6% | +20.2% | -16.6% | -5.6% |
| 6M | +26.7% | +24.9% | +1.8% | +11.2% |
| YTD | +34.3% | +33.2% | +1.1% | +12.7% |
| 1Y | +59.1% | +23.6% | +35.6% | +38.0% |
| 3Y | +179.9% | +1.3% | +178.6% | +147.4% |
| 5Y | +119.1% | -40.6% | +159.7% | +134.8% |
| 10Y | +125.6% | +35.3% | +90.3% | +67.2% |
| All | +125.6% | +31.8% | +93.8% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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