+455.7%
STX vs SWKS
-44.4%
+500.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.1% | -14.2% | -15.4% |
| 7D | -33.4% | -9.2% | -24.2% | -30.6% |
| 30D | -42.1% | -1.9% | -40.2% | -41.5% |
| 3M | -44.3% | +21.2% | -65.5% | -49.6% |
| 6M | -39.4% | +12.9% | -52.3% | -44.4% |
| YTD | +70.0% | +30.7% | +39.2% | +44.3% |
| 1Y | +70.2% | +14.1% | +56.0% | +53.7% |
| 3Y | +585.2% | -1.7% | +586.9% | +500.8% |
| 5Y | +455.7% | -43.0% | +498.7% | +498.4% |
| All | +455.7% | -44.4% | +500.1% | +498.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling