+8,153.7%
STLD vs SWK
+603.9%
+7,549.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | +3.1% | -0.4% | +3.6% | +3.4% |
| 30D | -9.0% | -5.7% | -3.3% | -5.8% |
| 3M | -12.4% | +24.1% | -36.4% | -24.0% |
| 6M | +25.5% | +24.7% | +0.8% | +7.9% |
| YTD | +43.6% | +33.9% | +9.7% | +17.4% |
| 1Y | +87.2% | +34.7% | +52.5% | +51.3% |
| 3Y | +135.2% | +15.3% | +120.0% | +93.1% |
| 5Y | +290.9% | -39.3% | +330.2% | +350.7% |
| 10Y | +1,113.5% | +2.5% | +1,111.0% | +829.6% |
| All | +8,153.7% | +603.9% | +7,549.8% | +2,293.9% |
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