-25.2%
SWKS vs STT
+207.1%
-232.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.4% |
| 7D | +12.5% | +0.5% | +12.0% | +12.1% |
| 30D | +10.5% | +3.9% | +6.6% | +7.5% |
| 3M | -7.4% | +20.0% | -27.3% | -18.7% |
| 6M | +32.7% | +55.3% | -22.6% | -3.7% |
| YTD | +19.2% | +53.3% | -34.2% | -13.1% |
| 1Y | +2.4% | +74.7% | -72.3% | -32.5% |
| All | -25.2% | +207.1% | -232.4% | -66.9% |
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