+8,007.1%
SWKS vs DTE
+3,490.8%
+4,516.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | +12.5% | +0.2% | +12.3% | +12.4% |
| 30D | +10.5% | -2.6% | +13.1% | +11.5% |
| 3M | -7.4% | -3.9% | -3.5% | -6.4% |
| 6M | +32.7% | -7.9% | +40.6% | +36.0% |
| YTD | +19.2% | +7.2% | +12.0% | +15.3% |
| 1Y | +2.4% | +3.1% | -0.7% | +0.3% |
| 3Y | -25.6% | +47.6% | -73.2% | -37.0% |
| 5Y | -53.4% | +32.7% | -86.2% | -59.3% |
| 10Y | +23.2% | +138.8% | -115.6% | -15.6% |
| All | +8,007.1% | +3,490.8% | +4,516.4% | +3,177.5% |
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 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