+16.9%
SWKS vs DT
+71.4%
-54.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.5% | +0.2% |
| 7D | -9.2% | -28.3% | +19.1% | +1.1% |
| 30D | -1.9% | -28.4% | +26.5% | +8.9% |
| 3M | +21.2% | -14.1% | +35.3% | +25.5% |
| 6M | +12.9% | +13.2% | -0.3% | +4.4% |
| YTD | +30.7% | +0.8% | +29.9% | +24.2% |
| 1Y | +14.1% | -7.8% | +21.9% | +12.1% |
| 3Y | -1.7% | -8.3% | +6.6% | -5.8% |
| 5Y | -43.0% | -42.7% | -0.3% | -38.4% |
| All | +16.9% | +71.4% | -54.5% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling