+32.1%
SWKS vs STLA
+18.3%
+13.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -6.2% | -4.5% | -1.6% | -4.6% |
| 30D | -1.5% | -3.9% | +2.4% | -0.6% |
| 3M | +23.0% | -20.2% | +43.1% | +32.3% |
| 6M | +27.6% | -42.2% | +69.8% | +55.2% |
| YTD | +32.3% | -59.3% | +91.6% | +79.7% |
| 1Y | +20.1% | -56.1% | +76.2% | +57.1% |
| 3Y | +0.6% | -73.7% | +74.3% | +55.6% |
| 5Y | -42.3% | -70.3% | +28.0% | -18.1% |
| All | +32.1% | +18.3% | +13.8% | +32.1% |
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