+201.0%
STT vs SWK
+32.9%
+168.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +1.9% |
| 7D | +0.9% | +10.7% | -9.7% | -4.2% |
| 30D | -2.3% | +33.3% | -35.7% | -15.3% |
| 3M | -7.0% | +14.7% | -21.6% | -13.6% |
| 6M | +15.5% | +48.5% | -33.0% | -6.4% |
| YTD | +35.6% | +63.9% | -28.3% | +3.3% |
| 1Y | +47.9% | +80.4% | -32.6% | +7.0% |
| 3Y | +181.1% | +58.1% | +123.0% | +103.4% |
| 5Y | +108.2% | -24.5% | +132.7% | +119.9% |
| 10Y | +201.0% | +29.5% | +171.5% | +134.5% |
| All | +201.0% | +32.9% | +168.1% | +134.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling