-35.4%
STZ vs SWK
+50.4%
-85.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +13.1% | -7.8% | +2.5% |
| 7D | +13.0% | +17.9% | -4.9% | +9.0% |
| 30D | +29.4% | +31.9% | -2.5% | +22.0% |
| 3M | +11.6% | +16.6% | -5.0% | +7.8% |
| 6M | -0.2% | +61.1% | -61.4% | -10.0% |
| YTD | +8.6% | +64.2% | -55.7% | -3.1% |
| 1Y | +15.9% | +85.2% | -69.3% | +0.9% |
| All | -35.4% | +50.4% | -85.8% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling