+45.5%
STLD vs SWK
+82.9%
-37.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.6% | -5.0% | -6.8% |
| 7D | -12.5% | +11.3% | -23.7% | -15.5% |
| 30D | -6.8% | +28.1% | -34.9% | -14.7% |
| 3M | -16.4% | +12.6% | -29.0% | -19.7% |
| 6M | -6.1% | +51.7% | -57.8% | -20.8% |
| YTD | +32.0% | +60.0% | -28.0% | +4.5% |
| 1Y | +45.5% | +72.7% | -27.2% | +11.5% |
| All | +45.5% | +82.9% | -37.4% | +11.5% |
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