+6,528.7%
STT vs SWK
+1,585.9%
+4,942.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +13.1% | -10.9% | -4.7% |
| 7D | -0.1% | +17.9% | -18.0% | -9.0% |
| 30D | -1.7% | +31.9% | -33.6% | -15.7% |
| 3M | -6.4% | +16.6% | -22.9% | -14.7% |
| 6M | +17.7% | +61.1% | -43.4% | -11.0% |
| YTD | +36.9% | +64.2% | -27.3% | +1.0% |
| 1Y | +52.0% | +85.2% | -33.2% | +4.7% |
| 3Y | +178.6% | +50.2% | +128.4% | +100.7% |
| 5Y | +109.1% | -22.8% | +131.9% | +107.0% |
| 10Y | +226.1% | +35.8% | +190.3% | +121.0% |
| All | +6,528.7% | +1,585.9% | +4,942.7% | +1,229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling