+154.5%
STT vs SWK
-38.7%
+193.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +0.5% | -0.4% | +0.9% | +0.6% |
| 30D | +3.9% | -5.7% | +9.6% | +6.0% |
| 3M | +20.0% | +24.1% | -4.1% | +9.8% |
| 6M | +55.3% | +24.7% | +30.6% | +41.2% |
| YTD | +53.3% | +33.9% | +19.4% | +34.9% |
| 1Y | +74.7% | +34.7% | +40.0% | +52.5% |
| 3Y | +205.8% | +15.3% | +190.6% | +171.9% |
| All | +154.5% | -38.7% | +193.2% | +194.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling