+8,107.1%
STLD vs SWK
+762.9%
+7,344.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +13.1% | -16.1% | -10.8% |
| 7D | -3.9% | +17.9% | -21.8% | -13.8% |
| 30D | -0.4% | +31.9% | -32.3% | -16.7% |
| 3M | -9.2% | +16.6% | -25.8% | -18.5% |
| 6M | +5.0% | +61.1% | -56.2% | -23.4% |
| YTD | +42.8% | +64.2% | -21.4% | +1.8% |
| 1Y | +60.1% | +85.2% | -25.1% | +5.7% |
| 3Y | +123.5% | +50.2% | +73.3% | +54.6% |
| 5Y | +302.0% | -22.8% | +324.8% | +296.2% |
| 10Y | +959.3% | +35.8% | +923.5% | +573.4% |
| All | +8,107.1% | +762.9% | +7,344.3% | +1,976.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling