+202.9%
STT vs SWK
+29.6%
+173.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -2.5% | +11.0% | -13.5% | -7.6% |
| 30D | -5.0% | +30.1% | -35.0% | -16.6% |
| 3M | -10.5% | +14.7% | -25.1% | -16.9% |
| 6M | +10.0% | +44.5% | -34.5% | -9.7% |
| YTD | +30.7% | +59.4% | -28.7% | +0.8% |
| 1Y | +43.8% | +77.5% | -33.8% | +4.8% |
| 3Y | +168.1% | +49.5% | +118.6% | +99.6% |
| 5Y | +101.4% | -24.9% | +126.3% | +112.5% |
| All | +202.9% | +29.6% | +173.3% | +134.2% |
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