+20.1%
SWKS vs DT
-8.7%
+28.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | -6.2% | -24.7% | +18.5% | -5.0% |
| 30D | -1.5% | -27.4% | +25.9% | -0.3% |
| 3M | +23.0% | -11.1% | +34.1% | +22.7% |
| 6M | +27.6% | +13.7% | +13.9% | +24.6% |
| YTD | +32.3% | +0.2% | +32.1% | +28.6% |
| 1Y | +20.1% | -5.7% | +25.8% | +19.5% |
| All | +20.1% | -8.7% | +28.9% | +19.5% |
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 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