+2,901.0%
DELL vs SWKS
+46.4%
+2,854.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.2% |
| 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% | -31.7% |
| 6M | +38.0% | +27.6% | +10.4% | +21.4% |
| YTD | +163.7% | +32.3% | +131.4% | +124.1% |
| 1Y | +122.5% | +20.1% | +102.4% | +97.8% |
| 3Y | +377.0% | +0.6% | +376.3% | +333.3% |
| 5Y | +542.6% | -42.3% | +584.9% | +614.2% |
| 10Y | +2,554.1% | +35.9% | +2,518.2% | +1,920.2% |
| All | +2,901.0% | +46.4% | +2,854.6% | +2,192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling