+51.0%
SWKS vs DTE
+151.2%
-100.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +10.9% | +3.2% | +7.7% | +9.4% |
| 30D | +17.6% | +8.5% | +9.1% | +13.6% |
| 3M | +29.2% | +1.3% | +27.9% | +28.2% |
| 6M | +37.0% | -0.7% | +37.6% | +36.3% |
| YTD | +44.9% | +10.6% | +34.3% | +37.1% |
| 1Y | +33.8% | +2.6% | +31.2% | +30.8% |
| 3Y | +10.2% | +56.5% | -46.3% | -12.6% |
| 5Y | -37.0% | +46.7% | -83.7% | -49.2% |
| All | +51.0% | +151.2% | -100.2% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling