-25.2%
SWKS vs DT
+9.0%
-34.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +3.9% |
| 7D | +12.5% | -3.3% | +15.8% | +13.3% |
| 30D | +10.5% | +2.0% | +8.4% | +9.7% |
| 3M | -7.4% | +20.0% | -27.4% | -12.2% |
| 6M | +32.7% | +39.3% | -6.6% | +19.5% |
| YTD | +19.2% | +19.8% | -0.6% | +12.3% |
| 1Y | +2.4% | +4.3% | -1.9% | +1.3% |
| All | -25.2% | +9.0% | -34.2% | -31.4% |
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