+518.6%
SWKS vs STLA
+263.8%
+254.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.1% |
| 7D | +12.5% | +2.6% | +9.9% | +11.5% |
| 30D | +10.5% | -1.2% | +11.7% | +10.6% |
| 3M | -7.4% | -24.8% | +17.4% | +0.7% |
| 6M | +32.7% | -25.6% | +58.2% | +42.9% |
| YTD | +19.2% | -48.9% | +68.1% | +42.1% |
| 1Y | +2.4% | -38.8% | +41.2% | +14.3% |
| 3Y | -25.6% | -64.5% | +38.9% | -4.1% |
| 5Y | -53.4% | -62.4% | +9.0% | -42.0% |
| 10Y | +23.2% | +55.4% | -32.2% | +5.8% |
| All | +518.6% | +263.8% | +254.8% | +398.7% |
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