+646.2%
STX vs SWKS
+3.5%
+642.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.8% | +9.0% | +9.6% |
| 7D | -14.8% | -2.7% | -12.0% | -13.9% |
| 30D | -35.4% | +8.5% | -43.8% | -36.6% |
| 3M | -37.7% | +17.3% | -55.0% | -41.4% |
| 6M | -35.2% | +25.1% | -60.3% | -40.8% |
| YTD | +84.4% | +33.3% | +51.0% | +63.3% |
| 1Y | +82.3% | +22.9% | +59.4% | +66.1% |
| 3Y | +646.2% | +5.5% | +640.7% | +551.8% |
| All | +646.2% | +3.5% | +642.7% | +551.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling