+31.4%
SWKS vs DLTR
+34.7%
-3.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.5% | +4.5% | +5.9% |
| 7D | +5.7% | -2.8% | +8.5% | +5.7% |
| 30D | +17.3% | +21.5% | -4.2% | +16.7% |
| 3M | +28.3% | +11.6% | +16.7% | +28.2% |
| 6M | +26.1% | +58.7% | -32.7% | +21.6% |
| YTD | +41.1% | +16.2% | +24.9% | +40.9% |
| 1Y | +31.4% | +34.8% | -3.4% | +24.6% |
| All | +31.4% | +34.7% | -3.3% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling