+2,505.9%
DELL vs SWKS
+33.1%
+2,472.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.1% |
| 7D | -22.6% | -6.2% | -16.4% | -20.2% |
| 30D | -43.2% | -1.5% | -41.7% | -42.8% |
| 3M | -24.8% | +23.0% | -47.8% | -31.8% |
| 6M | +38.0% | +27.6% | +10.4% | +21.2% |
| YTD | +163.7% | +32.3% | +131.4% | +123.6% |
| 1Y | +122.5% | +20.1% | +102.4% | +97.5% |
| 3Y | +377.0% | +0.6% | +376.3% | +332.5% |
| 5Y | +542.6% | -42.3% | +584.9% | +615.6% |
| All | +2,505.9% | +33.1% | +2,472.8% | +1,830.9% |
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