-53.0%
SWKS vs DT
-27.0%
-26.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +4.0% |
| 7D | +12.5% | -3.3% | +15.8% | +13.5% |
| 30D | +10.5% | +2.0% | +8.4% | +9.4% |
| 3M | -7.4% | +20.0% | -27.4% | -13.6% |
| 6M | +32.7% | +39.3% | -6.6% | +16.1% |
| YTD | +19.2% | +19.8% | -0.6% | +9.3% |
| 1Y | +2.4% | +4.3% | -1.9% | -1.4% |
| 3Y | -25.6% | +7.7% | -33.3% | -31.2% |
| All | -53.0% | -27.0% | -26.1% | -56.9% |
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