-46.8%
STZ vs SWK
+15.2%
-62.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -1.9% | -5.7% | +3.8% | -0.7% |
| 3M | -6.2% | +24.1% | -30.3% | -10.6% |
| 6M | -14.0% | +24.7% | -38.7% | -18.3% |
| YTD | -5.1% | +33.9% | -39.1% | -11.5% |
| 1Y | -9.6% | +34.7% | -44.2% | -16.0% |
| All | -46.8% | +15.2% | -62.0% | -50.6% |
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