+371.7%
STM vs SWK
+30.0%
+341.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.6% | -9.8% | -10.9% |
| 7D | -20.1% | +11.3% | -31.3% | -25.7% |
| 30D | -32.0% | +28.1% | -60.1% | -42.0% |
| 3M | -24.2% | +12.6% | -36.8% | -30.3% |
| 6M | -29.9% | +51.7% | -81.6% | -45.8% |
| YTD | +54.9% | +60.0% | -5.1% | +15.1% |
| 1Y | +68.0% | +72.7% | -4.7% | +19.0% |
| 3Y | -0.1% | +46.3% | -46.4% | -25.6% |
| 5Y | -17.9% | -24.6% | +6.7% | -13.5% |
| All | +371.7% | +30.0% | +341.6% | +302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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