-43.6%
SWKS vs DT
-43.6%
0.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -6.2% | -24.7% | +18.5% | +1.9% |
| 30D | -1.5% | -27.4% | +25.9% | +7.8% |
| 3M | +23.0% | -11.1% | +34.1% | +25.3% |
| 6M | +27.6% | +13.7% | +13.9% | +18.0% |
| YTD | +32.3% | +0.2% | +32.1% | +26.4% |
| 1Y | +20.1% | -5.7% | +25.8% | +17.4% |
| 3Y | +0.6% | -8.1% | +8.8% | -3.6% |
| All | -43.6% | -43.6% | 0.0% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling