+177.8%
SWK vs STLA
+263.8%
-86.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | -0.4% | +2.6% | -3.0% | -1.2% |
| 30D | -5.7% | -1.2% | -4.5% | -5.6% |
| 3M | +24.1% | -24.8% | +48.8% | +34.0% |
| 6M | +24.7% | -25.6% | +50.3% | +34.6% |
| YTD | +33.9% | -48.9% | +82.9% | +58.6% |
| 1Y | +34.7% | -38.8% | +73.4% | +50.3% |
| 3Y | +15.3% | -64.5% | +79.8% | +47.3% |
| 5Y | -39.3% | -62.4% | +23.2% | -24.9% |
| 10Y | +2.5% | +55.4% | -52.9% | -3.0% |
| All | +177.8% | +263.8% | -86.0% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling