+392.6%
STM vs SWK
+29.6%
+363.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.6% |
| 7D | -10.7% | +11.0% | -21.8% | -16.9% |
| 30D | -25.7% | +30.1% | -55.8% | -37.3% |
| 3M | -21.6% | +14.7% | -36.2% | -28.6% |
| 6M | -27.8% | +44.5% | -72.3% | -42.6% |
| YTD | +61.8% | +59.4% | +2.4% | +20.4% |
| 1Y | +78.1% | +77.5% | +0.6% | +24.2% |
| 3Y | +4.9% | +49.5% | -44.6% | -22.8% |
| 5Y | -14.3% | -24.9% | +10.6% | -9.5% |
| All | +392.6% | +29.6% | +363.0% | +321.6% |
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