+6.5%
SWKS vs DT
+103.5%
-97.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +4.1% |
| 7D | +12.5% | -3.3% | +15.8% | +13.6% |
| 30D | +10.5% | +2.0% | +8.4% | +9.3% |
| 3M | -7.4% | +20.0% | -27.4% | -14.2% |
| 6M | +32.7% | +39.3% | -6.6% | +14.7% |
| YTD | +19.2% | +19.8% | -0.6% | +8.1% |
| 1Y | +2.4% | +4.3% | -1.9% | -2.3% |
| 3Y | -25.6% | +7.7% | -33.3% | -31.7% |
| 5Y | -53.4% | -26.8% | -26.6% | -53.5% |
| All | +6.5% | +103.5% | -97.0% | -35.4% |
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 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