+578.7%
SWKS vs STLA
+190.5%
+388.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.5% | -0.7% |
| 7D | -9.2% | -5.5% | -3.7% | -7.7% |
| 30D | -1.9% | -3.7% | +1.8% | -1.2% |
| 3M | +21.2% | -21.1% | +42.4% | +28.9% |
| 6M | +12.9% | -38.3% | +51.2% | +28.5% |
| YTD | +30.7% | -59.2% | +90.0% | +65.7% |
| 1Y | +14.1% | -56.7% | +70.8% | +41.5% |
| 3Y | -1.7% | -74.3% | +72.6% | +39.0% |
| 5Y | -43.0% | -70.2% | +27.2% | -24.3% |
| 10Y | +34.3% | +23.4% | +11.0% | +22.9% |
| All | +578.7% | +190.5% | +388.2% | +481.3% |
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