+1,184.4%
STX vs SWKS
-25.5%
+1,209.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +5.2% |
| 7D | +2.4% | +12.5% | -10.2% | -1.7% |
| 30D | +1.4% | +10.5% | -9.1% | -2.2% |
| 3M | -8.2% | -7.4% | -0.8% | -6.3% |
| 6M | +127.0% | +32.7% | +94.4% | +103.6% |
| YTD | +209.1% | +19.2% | +190.0% | +185.3% |
| 1Y | +365.4% | +2.4% | +363.0% | +351.5% |
| All | +1,184.4% | -25.5% | +1,209.8% | +1,299.0% |
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