+3,332.7%
SWKS vs DLTR
+12,159.9%
-8,827.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.9% | -0.5% |
| 7D | -2.7% | -1.0% | -1.8% | -2.8% |
| 30D | +8.5% | +15.7% | -7.2% | +3.7% |
| 3M | +17.3% | +4.8% | +12.5% | +14.5% |
| 6M | +25.1% | +45.6% | -20.5% | +10.4% |
| YTD | +33.3% | +11.6% | +21.8% | +25.7% |
| 1Y | +22.9% | +29.8% | -6.9% | +10.8% |
| 3Y | +5.5% | +20.8% | -15.3% | -7.1% |
| 5Y | -41.9% | +23.5% | -65.4% | -50.7% |
| 10Y | +32.4% | +80.5% | -48.0% | -4.8% |
| All | +3,332.7% | +12,159.9% | -8,827.2% | +848.2% |
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