+28.7%
SWK vs STLA
+18.3%
+10.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | +11.0% | -4.5% | +15.6% | +13.4% |
| 30D | +30.1% | -3.9% | +34.0% | +31.7% |
| 3M | +14.7% | -20.2% | +34.8% | +24.7% |
| 6M | +44.5% | -42.2% | +86.7% | +79.9% |
| YTD | +59.4% | -59.3% | +118.7% | +125.2% |
| 1Y | +77.5% | -56.1% | +133.6% | +140.8% |
| 3Y | +49.5% | -73.7% | +123.1% | +144.4% |
| 5Y | -24.9% | -70.3% | +45.4% | +12.0% |
| All | +28.7% | +18.3% | +10.4% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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