-9.7%
STZ vs SWK
+2.4%
-12.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -1.9% | -5.7% | +3.8% | -0.2% |
| 3M | -6.2% | +24.1% | -30.3% | -12.3% |
| 6M | -14.0% | +24.7% | -38.7% | -20.1% |
| YTD | -5.1% | +33.9% | -39.1% | -14.0% |
| 1Y | -9.6% | +34.7% | -44.2% | -18.6% |
| 3Y | -47.2% | +15.3% | -62.5% | -52.0% |
| 5Y | -33.6% | -39.3% | +5.7% | -27.2% |
| All | -9.7% | +2.4% | -12.1% | -23.2% |
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 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