+11.5%
SWKS vs DLTR
+21.5%
-10.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.2% |
| 7D | +9.4% | +5.3% | +4.1% | +8.7% |
| 30D | +17.0% | +13.4% | +3.6% | +14.7% |
| 3M | +28.9% | +6.6% | +22.3% | +27.3% |
| 6M | +33.1% | +59.1% | -25.9% | +22.5% |
| YTD | +44.8% | +12.3% | +32.5% | +41.0% |
| 1Y | +36.2% | +33.9% | +2.3% | +27.9% |
| 3Y | +11.5% | +23.0% | -11.5% | +1.4% |
| All | +11.5% | +21.5% | -10.0% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling