+1,883.6%
STX vs SWK
+29.6%
+1,854.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -28.5% | +11.0% | -39.5% | -32.1% |
| 30D | -42.9% | +30.1% | -73.0% | -49.5% |
| 3M | -45.9% | +14.7% | -60.6% | -49.7% |
| 6M | -41.3% | +44.5% | -85.8% | -51.0% |
| YTD | +67.9% | +59.4% | +8.6% | +32.5% |
| 1Y | +66.5% | +77.5% | -11.0% | +25.0% |
| 3Y | +588.0% | +49.5% | +538.5% | +429.1% |
| 5Y | +449.1% | -24.9% | +474.0% | +459.2% |
| All | +1,883.6% | +29.6% | +1,854.1% | +1,228.4% |
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