+26.1%
SWKS vs DT
+73.5%
-47.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.2% | +5.4% |
| 7D | +5.7% | -5.4% | +11.1% | +7.7% |
| 30D | +17.3% | -32.2% | +49.5% | +33.0% |
| 3M | +28.3% | -10.9% | +39.2% | +31.2% |
| 6M | +26.1% | +10.0% | +16.1% | +17.9% |
| YTD | +41.1% | +2.1% | +39.0% | +33.5% |
| 1Y | +31.4% | -5.5% | +36.9% | +28.0% |
| 3Y | +7.3% | -12.4% | +19.7% | +4.8% |
| 5Y | -37.7% | -39.7% | +2.0% | -33.9% |
| All | +26.1% | +73.5% | -47.3% | -20.2% |
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