+46.0%
SWKS vs STT
+203.9%
-157.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.5% | +4.5% | +5.2% |
| 7D | +5.7% | +0.4% | +5.3% | +5.4% |
| 30D | +17.3% | -0.4% | +17.8% | +17.4% |
| 3M | +28.3% | -6.5% | +34.7% | +32.5% |
| 6M | +26.1% | +17.2% | +8.9% | +14.8% |
| YTD | +41.1% | +38.2% | +2.9% | +16.7% |
| 1Y | +31.4% | +49.3% | -17.9% | +4.2% |
| 3Y | +7.3% | +181.9% | -174.6% | -39.6% |
| 5Y | -37.7% | +106.9% | -144.6% | -60.3% |
| 10Y | +46.0% | +203.1% | -157.1% | -25.2% |
| All | +46.0% | +203.9% | -157.9% | -25.2% |
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