-36.5%
SWKS vs DT
-37.8%
+1.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +9.4% | +3.1% | +6.3% | +8.4% |
| 30D | +17.0% | -29.5% | +46.5% | +29.5% |
| 3M | +28.9% | -11.7% | +40.7% | +31.9% |
| 6M | +33.1% | +29.0% | +4.1% | +18.7% |
| YTD | +44.8% | +3.4% | +41.4% | +37.0% |
| 1Y | +36.2% | -4.2% | +40.4% | +32.7% |
| 3Y | +11.5% | -12.8% | +24.3% | +9.4% |
| All | -36.5% | -37.8% | +1.2% | -36.5% |
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 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