+78.1%
STM vs SWK
+71.2%
+6.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.6% |
| 7D | -10.7% | +11.0% | -21.8% | -16.1% |
| 30D | -25.7% | +30.1% | -55.8% | -37.1% |
| 3M | -21.6% | +14.7% | -36.2% | -27.9% |
| 6M | -27.8% | +44.5% | -72.3% | -42.7% |
| YTD | +61.8% | +59.4% | +2.4% | +16.4% |
| 1Y | +78.1% | +77.5% | +0.6% | +19.7% |
| All | +78.1% | +71.2% | +6.9% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling