+19.2%
SWKS vs DT
+72.4%
-53.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -2.7% | -20.2% | +17.5% | +4.4% |
| 30D | +8.5% | -30.8% | +39.2% | +22.0% |
| 3M | +17.3% | -10.2% | +27.5% | +19.6% |
| 6M | +25.1% | +8.0% | +17.1% | +17.7% |
| YTD | +33.3% | +1.5% | +31.9% | +26.4% |
| 1Y | +22.9% | -6.9% | +29.8% | +20.4% |
| 3Y | +5.5% | -10.9% | +16.4% | +2.3% |
| 5Y | -41.9% | -42.2% | +0.3% | -37.4% |
| All | +19.2% | +72.4% | -53.2% | -24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling