+18.9%
SWKS vs DT
-5.1%
+24.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.9% |
| 7D | -4.9% | -25.5% | +20.6% | -3.8% |
| 30D | -1.2% | -22.3% | +21.1% | -0.3% |
| 3M | +24.2% | +2.3% | +21.8% | +22.7% |
| 6M | +21.5% | +20.7% | +0.8% | +18.3% |
| YTD | +33.5% | +7.9% | +25.6% | +29.1% |
| 1Y | +18.9% | -5.7% | +24.7% | +20.0% |
| All | +18.9% | -5.1% | +24.0% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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