-0.6%
SWKS vs STT
+164.8%
-165.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.7% | +1.0% |
| 7D | -9.2% | -4.9% | -4.3% | -6.3% |
| 30D | -1.9% | -6.0% | +4.1% | +1.9% |
| 3M | +21.2% | -11.7% | +32.9% | +30.8% |
| 6M | +12.9% | +11.7% | +1.2% | +2.7% |
| YTD | +30.7% | +30.4% | +0.3% | +5.2% |
| 1Y | +14.1% | +43.9% | -29.8% | -15.0% |
| All | -0.6% | +164.8% | -165.4% | -54.2% |
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 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