+60.1%
STLD vs SWK
+87.6%
-27.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +13.1% | -16.1% | -6.9% |
| 7D | -3.9% | +17.9% | -21.8% | -9.1% |
| 30D | -0.4% | +31.9% | -32.3% | -9.7% |
| 3M | -9.2% | +16.6% | -25.8% | -13.9% |
| 6M | +5.0% | +61.1% | -56.2% | -13.5% |
| YTD | +42.8% | +64.2% | -21.4% | +12.5% |
| 1Y | +60.1% | +85.2% | -25.1% | +20.2% |
| All | +60.1% | +87.6% | -27.6% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling