+47.0%
SWKS vs STLA
+3.2%
+43.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.5% | +9.5% | +7.3% |
| 7D | +5.7% | -11.6% | +17.3% | +10.7% |
| 30D | +17.3% | -6.2% | +23.5% | +19.3% |
| 3M | +28.3% | -24.6% | +52.8% | +41.0% |
| 6M | +26.1% | -44.9% | +71.0% | +56.5% |
| YTD | +41.1% | -62.3% | +103.3% | +97.8% |
| 1Y | +31.4% | -61.8% | +93.2% | +82.7% |
| 3Y | +7.3% | -75.3% | +82.6% | +70.8% |
| 5Y | -37.7% | -72.5% | +34.8% | -8.6% |
| All | +47.0% | +3.2% | +43.8% | +34.7% |
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 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