+8,981.9%
SWKS vs STT
+6,570.9%
+2,411.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.8% |
| 7D | -4.9% | -0.1% | -4.9% | -4.9% |
| 30D | -1.2% | -1.7% | +0.5% | -0.6% |
| 3M | +24.2% | -6.4% | +30.5% | +27.3% |
| 6M | +21.5% | +17.7% | +3.8% | +13.0% |
| YTD | +33.5% | +36.9% | -3.4% | +16.3% |
| 1Y | +18.9% | +52.0% | -33.1% | -0.7% |
| 3Y | +0.4% | +178.6% | -178.2% | -34.5% |
| 5Y | -44.3% | +109.1% | -153.4% | -59.9% |
| 10Y | +37.1% | +226.1% | -188.9% | -21.2% |
| All | +8,981.9% | +6,570.9% | +2,411.1% | +2,226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling