+167.5%
STT vs SWK
+46.5%
+121.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.6% | -2.1% | -3.9% |
| 7D | -4.9% | +11.3% | -16.2% | -8.1% |
| 30D | -6.0% | +28.1% | -34.1% | -13.1% |
| 3M | -11.7% | +12.6% | -24.3% | -15.2% |
| 6M | +11.7% | +51.7% | -40.0% | -3.3% |
| YTD | +30.4% | +60.0% | -29.5% | +10.0% |
| 1Y | +43.9% | +72.7% | -28.7% | +18.0% |
| All | +167.5% | +46.5% | +121.0% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling