+455.7%
STX vs SWK
-25.4%
+481.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.6% | -13.7% | -15.3% |
| 7D | -33.4% | +11.3% | -44.7% | -36.4% |
| 30D | -42.1% | +28.1% | -70.2% | -47.7% |
| 3M | -44.3% | +12.6% | -56.9% | -47.3% |
| 6M | -39.4% | +51.7% | -91.1% | -49.5% |
| YTD | +70.0% | +60.0% | +10.0% | +36.8% |
| 1Y | +70.2% | +72.7% | -2.5% | +32.5% |
| 3Y | +585.2% | +46.3% | +538.9% | +441.5% |
| 5Y | +455.7% | -24.6% | +480.3% | +453.5% |
| All | +455.7% | -25.4% | +481.1% | +453.5% |
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