-6.1%
STLD vs SWK
+55.2%
-61.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.6% | -5.0% | -7.2% |
| 7D | -12.5% | +11.3% | -23.7% | -13.9% |
| 30D | -6.8% | +28.1% | -34.9% | -11.6% |
| 3M | -16.4% | +12.6% | -29.0% | -17.9% |
| 6M | -6.1% | +51.7% | -57.8% | -17.2% |
| All | -6.1% | +55.2% | -61.3% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling