+2.9%
SWKS vs DTE
+4.2%
-1.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.9% |
| 7D | +11.8% | +0.9% | +10.9% | +11.9% |
| 30D | +6.7% | -1.9% | +8.6% | +6.6% |
| 3M | 0.0% | -3.3% | +3.3% | -0.8% |
| 6M | +38.7% | -7.1% | +45.8% | +37.4% |
| YTD | +21.4% | +8.1% | +13.2% | +20.4% |
| 1Y | +2.9% | +5.3% | -2.4% | +1.5% |
| All | +2.9% | +4.2% | -1.3% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling