+388.0%
DELL vs SWKS
+11.3%
+376.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.1% | -7.1% | -7.1% |
| 7D | +4.9% | +9.4% | -4.6% | +1.1% |
| 30D | -32.1% | +17.0% | -49.0% | -36.0% |
| 3M | -30.2% | +28.9% | -59.2% | -37.5% |
| 6M | +41.7% | +33.1% | +8.6% | +23.3% |
| YTD | +176.6% | +44.8% | +131.8% | +126.7% |
| 1Y | +159.9% | +36.2% | +123.7% | +119.5% |
| 3Y | +388.0% | +11.5% | +376.5% | +349.1% |
| All | +388.0% | +11.3% | +376.7% | +349.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling