-17.1%
SWKS vs DLTR
+11.8%
-28.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +12.5% | +2.5% | +10.0% | +12.0% |
| 30D | +10.5% | +2.1% | +8.4% | +10.0% |
| 3M | -7.4% | +20.3% | -27.7% | -10.4% |
| 6M | +32.7% | +11.5% | +21.1% | +29.6% |
| YTD | +19.2% | +6.8% | +12.3% | +17.1% |
| 1Y | +2.4% | +31.1% | -28.7% | -3.7% |
| All | -17.1% | +11.8% | -28.8% | -23.3% |
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