+51.0%
SWKS vs DLTR
+80.3%
-29.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.9% | +3.0% |
| 7D | +10.9% | +2.4% | +8.4% | +10.1% |
| 30D | +17.6% | +21.5% | -3.9% | +11.6% |
| 3M | +29.2% | +9.8% | +19.4% | +25.0% |
| 6M | +37.0% | +58.6% | -21.7% | +19.5% |
| YTD | +44.9% | +14.8% | +30.1% | +36.7% |
| 1Y | +33.8% | +33.0% | +0.8% | +20.9% |
| 3Y | +10.2% | +23.8% | -13.6% | -2.3% |
| 5Y | -37.0% | +24.9% | -61.9% | -46.2% |
| All | +51.0% | +80.3% | -29.4% | +8.5% |
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