+8,007.1%
SWKS vs STT
+7,372.9%
+634.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +12.5% | +0.5% | +12.0% | +12.3% |
| 30D | +10.5% | +3.9% | +6.6% | +8.6% |
| 3M | -7.4% | +20.0% | -27.3% | -14.4% |
| 6M | +32.7% | +55.3% | -22.6% | +10.0% |
| YTD | +19.2% | +53.3% | -34.2% | -0.8% |
| 1Y | +2.4% | +74.7% | -72.3% | -19.2% |
| 3Y | -25.6% | +205.8% | -231.4% | -53.3% |
| 5Y | -53.4% | +145.0% | -198.4% | -68.6% |
| 10Y | +23.2% | +266.0% | -242.8% | -32.4% |
| All | +8,007.1% | +7,372.9% | +634.2% | +1,883.3% |
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 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