+481.0%
STX vs SWKS
-36.1%
+517.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.3% |
| 7D | +16.8% | +10.9% | +6.0% | +12.3% |
| 30D | -27.0% | +17.6% | -44.6% | -31.2% |
| 3M | -37.9% | +29.2% | -67.1% | -45.1% |
| 6M | -32.5% | +37.0% | -69.4% | -42.5% |
| YTD | +98.6% | +44.9% | +53.7% | +62.0% |
| 1Y | +93.6% | +33.8% | +59.8% | +63.8% |
| 3Y | +699.1% | +10.2% | +688.8% | +569.0% |
| 5Y | +481.0% | -37.0% | +518.0% | +498.2% |
| All | +481.0% | -36.1% | +517.1% | +498.2% |
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