-0.6%
SWKS vs DT
-8.7%
+8.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.5% | -0.7% |
| 7D | -9.2% | -28.3% | +19.1% | -3.1% |
| 30D | -1.9% | -28.4% | +26.5% | +4.4% |
| 3M | +21.2% | -14.1% | +35.3% | +23.4% |
| 6M | +12.9% | +13.2% | -0.3% | +6.2% |
| YTD | +30.7% | +0.8% | +29.9% | +26.7% |
| 1Y | +14.1% | -7.8% | +21.9% | +14.2% |
| All | -0.6% | -8.7% | +8.1% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling