+21.0%
STM vs SWK
-38.7%
+59.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | +5.8% | -0.4% | +6.2% | +6.0% |
| 30D | -1.0% | -5.7% | +4.7% | +2.2% |
| 3M | -33.3% | +24.1% | -57.3% | -40.5% |
| 6M | +57.4% | +24.7% | +32.7% | +39.4% |
| YTD | +102.2% | +33.9% | +68.2% | +71.7% |
| 1Y | +99.6% | +34.7% | +64.9% | +67.9% |
| 3Y | +14.5% | +15.3% | -0.8% | -0.6% |
| All | +21.0% | -38.7% | +59.7% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling