+1,883.6%
STX vs SWKS
+33.1%
+1,850.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.7% |
| 7D | -28.5% | -6.2% | -22.3% | -26.4% |
| 30D | -42.9% | -1.5% | -41.4% | -42.4% |
| 3M | -45.9% | +23.0% | -68.9% | -51.5% |
| 6M | -41.3% | +27.6% | -68.9% | -48.8% |
| YTD | +67.9% | +32.3% | +35.6% | +41.4% |
| 1Y | +66.5% | +20.1% | +46.4% | +46.3% |
| 3Y | +588.0% | +0.6% | +587.3% | +507.9% |
| 5Y | +449.1% | -42.3% | +491.4% | +510.4% |
| All | +1,883.6% | +33.1% | +1,850.5% | +1,332.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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