+0.4%
STM vs SWK
+46.5%
-46.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.6% | -9.8% | -10.9% |
| 7D | -20.1% | +11.3% | -31.3% | -25.6% |
| 30D | -32.0% | +28.1% | -60.1% | -42.0% |
| 3M | -24.2% | +12.6% | -36.8% | -30.1% |
| 6M | -29.9% | +51.7% | -81.6% | -45.9% |
| YTD | +54.9% | +60.0% | -5.1% | +14.5% |
| 1Y | +68.0% | +72.7% | -4.7% | +18.4% |
| All | +0.4% | +46.5% | -46.1% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling