+31.0%
SWKS vs DLTR
+50.3%
-19.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.6% | +7.5% | +3.3% |
| 7D | +11.8% | -5.8% | +17.6% | +13.5% |
| 30D | +6.7% | -5.2% | +12.0% | +8.0% |
| 3M | 0.0% | +15.2% | -15.2% | -4.0% |
| 6M | +38.7% | +7.1% | +31.6% | +34.4% |
| YTD | +21.4% | +0.8% | +20.5% | +19.1% |
| 1Y | +2.9% | +24.8% | -21.9% | -5.2% |
| 3Y | -16.4% | +6.9% | -23.3% | -22.6% |
| 5Y | -51.2% | +33.2% | -84.4% | -59.6% |
| 10Y | +31.0% | +51.6% | -20.5% | -0.2% |
| All | +31.0% | +50.3% | -19.2% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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