+49.5%
SWK vs STLA
-74.0%
+123.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | +11.0% | -4.5% | +15.6% | +13.1% |
| 30D | +30.1% | -3.9% | +34.0% | +31.6% |
| 3M | +14.7% | -20.2% | +34.8% | +23.6% |
| 6M | +44.5% | -42.2% | +86.7% | +75.9% |
| YTD | +59.4% | -59.3% | +118.7% | +118.6% |
| 1Y | +77.5% | -56.1% | +133.6% | +133.3% |
| 3Y | +49.5% | -73.7% | +123.1% | +103.6% |
| All | +49.5% | -74.0% | +123.5% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling