-17.9%
STM vs SWKS
-44.4%
+26.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.1% | -10.3% | -11.0% |
| 7D | -20.1% | -9.2% | -10.9% | -14.6% |
| 30D | -32.0% | -1.9% | -30.1% | -31.0% |
| 3M | -24.2% | +21.2% | -45.4% | -35.4% |
| 6M | -29.9% | +12.9% | -42.8% | -37.7% |
| YTD | +54.9% | +30.7% | +24.2% | +22.0% |
| 1Y | +68.0% | +14.1% | +53.9% | +45.8% |
| 3Y | -0.1% | -1.7% | +1.6% | -12.7% |
| 5Y | -17.9% | -43.0% | +25.1% | +9.8% |
| All | -17.9% | -44.4% | +26.5% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling