+32.1%
SWKS vs STT
+204.5%
-172.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -6.2% | -2.5% | -3.7% | -5.0% |
| 30D | -1.5% | -5.0% | +3.5% | +1.1% |
| 3M | +23.0% | -10.5% | +33.4% | +30.0% |
| 6M | +27.6% | +10.0% | +17.6% | +20.2% |
| YTD | +32.3% | +30.7% | +1.6% | +12.8% |
| 1Y | +20.1% | +43.8% | -23.6% | -2.8% |
| 3Y | +0.6% | +168.1% | -167.4% | -41.7% |
| 5Y | -42.3% | +101.4% | -143.7% | -62.6% |
| All | +32.1% | +204.5% | -172.4% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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