+21.0%
STM vs SWKS
-53.5%
+74.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.7% | -0.6% |
| 7D | +5.8% | +12.5% | -6.7% | -2.7% |
| 30D | -1.0% | +10.5% | -11.5% | -7.9% |
| 3M | -33.3% | -7.4% | -25.9% | -29.5% |
| 6M | +57.4% | +32.7% | +24.7% | +27.2% |
| YTD | +102.2% | +19.2% | +83.0% | +73.9% |
| 1Y | +99.6% | +2.4% | +97.2% | +89.6% |
| 3Y | +14.5% | -25.6% | +40.1% | +27.8% |
| All | +21.0% | -53.5% | +74.5% | +93.9% |
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