+231.8%
SWK vs STLA
+190.5%
+41.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.3% |
| 7D | +11.3% | -5.5% | +16.8% | +13.2% |
| 30D | +28.1% | -3.7% | +31.8% | +29.2% |
| 3M | +12.6% | -21.1% | +33.7% | +19.5% |
| 6M | +51.7% | -38.3% | +90.0% | +72.2% |
| YTD | +60.0% | -59.2% | +119.2% | +100.9% |
| 1Y | +72.7% | -56.7% | +129.4% | +112.6% |
| 3Y | +46.3% | -74.3% | +120.6% | +103.7% |
| 5Y | -24.6% | -70.2% | +45.6% | -0.9% |
| 10Y | +32.2% | +23.4% | +8.9% | +33.0% |
| All | +231.8% | +190.5% | +41.3% | +243.7% |
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