+3,306.2%
SWKS vs DLTR
+11,615.8%
-8,309.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.1% | +2.6% |
| 7D | -6.2% | -2.0% | -4.1% | -6.0% |
| 30D | -1.5% | +12.8% | -14.2% | -5.2% |
| 3M | +23.0% | +1.1% | +21.8% | +21.2% |
| 6M | +27.6% | +35.9% | -8.3% | +14.8% |
| YTD | +32.3% | +6.6% | +25.7% | +26.4% |
| 1Y | +20.1% | +28.6% | -8.5% | +8.5% |
| 3Y | +0.6% | +14.0% | -13.4% | -10.0% |
| 5Y | -42.3% | +19.2% | -61.5% | -50.6% |
| 10Y | +35.9% | +78.1% | -42.2% | -1.9% |
| All | +3,306.2% | +11,615.8% | -8,309.7% | +852.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling