+0.6%
SWKS vs STT
+165.4%
-164.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -6.2% | -2.5% | -3.7% | -4.7% |
| 30D | -1.5% | -5.0% | +3.5% | +1.6% |
| 3M | +23.0% | -10.5% | +33.4% | +31.5% |
| 6M | +27.6% | +10.0% | +17.6% | +17.5% |
| YTD | +32.3% | +30.7% | +1.6% | +6.3% |
| 1Y | +20.1% | +43.8% | -23.6% | -10.4% |
| 3Y | +0.6% | +168.1% | -167.4% | -53.7% |
| All | +0.6% | +165.4% | -164.7% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling