+852.5%
STLD vs SWK
+29.6%
+823.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -11.1% | +11.0% | -22.2% | -16.3% |
| 30D | -4.8% | +30.1% | -34.8% | -17.6% |
| 3M | -14.6% | +14.7% | -29.2% | -21.3% |
| 6M | -7.4% | +44.5% | -51.9% | -25.0% |
| YTD | +32.6% | +59.4% | -26.8% | +0.9% |
| 1Y | +47.3% | +77.5% | -30.2% | +5.7% |
| 3Y | +107.5% | +49.5% | +58.1% | +52.3% |
| 5Y | +268.8% | -24.9% | +293.7% | +290.3% |
| All | +852.5% | +29.6% | +823.0% | +530.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling