-43.6%
SWKS vs STT
+100.0%
-143.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -6.2% | -2.5% | -3.7% | -4.9% |
| 30D | -1.5% | -5.0% | +3.5% | +1.3% |
| 3M | +23.0% | -10.5% | +33.4% | +30.7% |
| 6M | +27.6% | +10.0% | +17.6% | +19.3% |
| YTD | +32.3% | +30.7% | +1.6% | +10.6% |
| 1Y | +20.1% | +43.8% | -23.6% | -5.4% |
| 3Y | +0.6% | +168.1% | -167.4% | -45.3% |
| All | -43.6% | +100.0% | -143.6% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling