+98.3%
STM vs SWKS
+33.8%
+64.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +12.0% | +9.4% | +2.6% | +6.7% |
| 30D | -0.4% | +17.0% | -17.3% | -7.9% |
| 3M | -13.2% | +28.9% | -42.1% | -26.2% |
| 6M | -26.1% | +33.1% | -59.2% | -37.0% |
| YTD | +81.2% | +44.8% | +36.4% | +44.2% |
| 1Y | +98.3% | +36.2% | +62.1% | +66.8% |
| All | +98.3% | +33.8% | +64.5% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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