+8,902.0%
SWKS vs DTE
+3,497.0%
+5,405.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.1% |
| 7D | -6.2% | -0.3% | -5.9% | -6.1% |
| 30D | -1.5% | +6.2% | -7.6% | -3.7% |
| 3M | +23.0% | -2.6% | +25.6% | +23.9% |
| 6M | +27.6% | -3.5% | +31.1% | +28.5% |
| YTD | +32.3% | +7.4% | +24.9% | +27.8% |
| 1Y | +20.1% | +4.2% | +15.9% | +17.2% |
| 3Y | +0.6% | +51.7% | -51.1% | -15.7% |
| 5Y | -42.3% | +39.7% | -82.0% | -50.6% |
| 10Y | +35.9% | +137.5% | -101.5% | -6.9% |
| All | +8,902.0% | +3,497.0% | +5,405.0% | +3,530.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling